250ish will be the cheapest end of the market, 500ish is sort of midrange and 1000 is top end stuff.
I'm running APs for just below £500, very good ride and build quality and well thought out rear adjusters so a bit easier to adjust than others I've seen.
Price does not necessarily mean comfort, more build quality so will last longer. Top end stuff can sometimes be more track orientated so a bit firmer ride.
The best advice I would give you is try and find guys close to you that run coilovers and see you can get a wee ride to see what they're like. Everybody has they're own thresholds for comfort levels so what they recommend may be disappointing to you. Me personally I would avoid budgets, a4s are not the easiest suspension swap so if possible fit them once and forget.