You can get better mouth guards in sport shops with better shock absorbers. Don't know how much they cost in the states, but the kind im using for sparring at the moment cost around £8, which im guessing is about $12.
The more expensive ones I presume are the ones you get from the dentist after he's made a mould of your teeth, these are meant to be very good and personally am going to get one before boxing competitively.