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I'm partial to this Scosche Cable for $25:

www.amazon.com/Scosche-sneakPEAK-Audio-Video-iPhone/dp/B001DK9LB0

I like the fact that it's more streamlined, not including a separate USB-power wire. However, if you wish, you can still provide power to your iPad with a mini-USB cable which plugs right into one side of the dock connector.
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The Apple version works well enough.

I use the VGA out or Apple video out connectors depending on the need. The Apple version of what you're referring to works as well as any other I suppose. I teach and use keynote to display my presentations in class using the iPad. It will likely come down to cost in the end I'm not sure you'll see/hear any noticeable difference. You are also unfortunately limited by the restrictions Apple places on these video outs. For instance, keynote and YouTube work well but certain movies in iTunes won't play due to licensing issues.
 
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