I agree with X and J, I will not skimp on a blade, especially on the head.
I've bought some generic store brands to try out, and I try them out on my face. If they are not acceptable for the face, they sure aren't going near my head. (As J found out the hard way)
The Walgreens double copy (Atra) works almost as well. This was the best in my opinion.
CVS' copies however, were horrible. (lousy shave).
Like the other bro's have said, "you get what you pay for". So far, I have found the Gillette Atra plus to be my blade of choice for my head shaving, along with the Sensor double as well.
I will be trying out the HB doubles when I am finished with the HB triples I am currently using.
What it comes down to is: "what works best for you, and your noggin?".
Like Stew said, "half the fun of shaving is discovering what works", and I totally agree.