Some may think there is not much difference between the two but coming from my years in the service and repair industry, there is! I have seen so many aftermarket glow plugs seized in the cylinder head. One of my mechanics worst nightmares was when he discovered that the head gasket job in the shop, had aftermarket plugs
To help you understand why, understand how they work. A diesel engine fires on compression, unlike a gas engine which uses a spark to ignite the fuel. A glow plug is used to heat the air in the cylinder allowing the cylinder to fire easier. Once the cylinder has heat in it there is no need for added heat. The glow plug is controlled by a relay or controller that will energize it for a said amount of time depending on the atmospheric temperature. Most times after the engine has fired, the controller will continue to keep cycling the glow plug in order to helping the engine to run smoothly until the engine has reached operating temperature.
Cheaper is not always better
Although you may save a couple dollars buying a cheaper or aftermarket glow plug, they do not have the same life as the OEM units. I have seen aftermarket units in some cases last only a couple months. The other thing that you will experience with a cheaper unit is that the tip will swell. When this happens it is next to impossible to remove when it does fail. If you are able to loosen it and attempt to remove it often times the tip will break off and remain in the cylinder. This will require you to remove the cylinder head to retrieve the broken tip. In the end you have spent a lot more money and have a lot more down time.