"Are all brands pretty much the same....?"
In some aspects, yes, and in others, no. All commonly available primers will do the job they are intended for. However, most brands will have slightly different firing characteristics; some are a little hotter than others, some have a different flame shape than others (probably due to different pressures since they all have to force the flame through the same flash hole).
But, to me the most important difference is the cup hardness, not the firing characteristics. For example, Federal primers are a little softer than most others and CCI primers are at the other end - a little harder. Remington and Winchester are somewhere in the middle. You might want to choose a primer based on cup hardness if your firearm requires a hard or soft cup due to firing pin/spring differences.
"are there any brands of primers to avoid?"
AFAIK, none of the commonly available primers need to be avoided. (But, see the first point above.)
"Should a guy just go for the brand which is available at the best price?"
IMO, yes, but again, see the first point above.
I fully agree with those above that suggest picking a brand and sticking with it. That saves a lot of rework time. Whenever you change any component in reloading, you should back off 10% on the load and work up again, and primers are definitely one of the components you need to do that with.
Personally, I have pretty much stuck with Win primers for SP and LP, and CCI for centerfire rifles. The WLP primer can be used for standard and magnum loads, so that's a difference in that particular primer that would differentiate it from, say, a CCI standard LP primer.