More expensive shoes will generally have a much stiffer sole than less expensive ones. Depending on how flex yuor current shoes are, you may or may not notice this. More expensive shoes also generally use more supple material, so might fit your foot a little better. I rode Lake shoes for quite a while. The kangaroo leather models were really supple and confirmed to my feet beautifully after some time.
I'd echo other suggestions to look at good insoles; the difference in comfort and stability can be huge, particularly if your arches are somewhat high or low. As with frames, fit is really important.
Discuss light weight issues concerning road bikes & parts.