Most of the shoulder pads I have seen for sale have been foam-filled, so are all much of a muchness, although some have nicer coverings than others. It's more important to make sure you buy the right depth (or thickness) of pad and that the length of it (from neck to shoulder point) is right for your garment. Also some are designed for use under raglan knitwear and are rounded off on the shoulder point. I often cover bought shoulder pads with lining fabric to go in jackets.
Morgan had a really useful thread on TSF on how to make tailored shoulder pads - now sadly lost! How I wish I had printed it off at the time.