Megan/KSport/D2 Racing/BC: All the same bottom of the barrel crap. As far as which one of all of these identical items would be better, I would probably suggest Megan since they do have the purchasing power to force the manufacture in Taiwan to change the design. Advantages of these coilovers on the used market is that they're dirt cheap used, they they are servicable. Meaning you can have them rebuilt for better valving and be able to use good quality springs on them (Eibach, Swift, Hyperco, etc)
Tein: I kinda have a love/hate thing going on with Tein for a while now (there's a reason why I'm no longer a direct dealer for them, because I called them out on something and they didn't like what I had to say). Tein's damper are built really well. I like them and overall quality of build is very high (I can't say much about the new Street Basic/Advanced systems that are to replace the Basic and Super Street kits). The downfall with Tein is their springs. I can't say if it's the material or the coil diameter (or lack thereof), but Tein springs (both lowering and the springs on their coilover systems) blows. Many of my customers that have heeded my advice swap the springs out for some Eibach ERS or Hyperco springs. They find that the system is easier to dial in, and does a better job as what it's suppose to do. Most Tein coilover systems are primarily street focused systems. That means they'll do quite well on the street, but I do find that they are a little bit on the soft side for track use at a competitive level. The occasional HPDE or auto-x, you'll be fine.
Buddy Club: These are probably my more favorite mid-range consumer level systems. The N+ is a very nice entry level system for an aggressive street, occasional track setup. The RSD system is even more aggressive, but still streetable. You will sacrifice street ride quality for a more track oriented system with the Buddy Club kits.
KW: With the KW V3, these are probably what I would consider a high end/entry level motorsports setup. Very high quality system and like many european manufactures, the focus is more on the damper than the spring rate (unlike asian manufactures setups which are more spring rate focused). The other big advantage is the better engineering and R&D that a company like KW has. But you do pay a pretty penny for these. On average, these are about 50% more expensive than many of your asian made kits.
Custom built setups: The limitation here is really how deep your wallet is, but don't expect anything for less than $1500/corner. At least with something like this, you can use bodies from any manufacture of your choosing: Ohlins, Bilstein, Penske, Koni (motorsports series, not the yellow Sport shocks), etc. Again, like I said, limitation is how deep your wallet is, and this is really more reserved for the guys doing professional racing series like BTCC, ATCC, World Challenge, Grand Am, etc.