The problem with the cheap ones is they're typically just an empty can with no baffling of any sort whatsoever, so a lot of the oil that is suspended in the air stream continues on. You'll get some falling out due to the sudden direction change, but not nearly as much as you can get with some kind of baffling.
If you get one that can be disassembled you can add baffling to it, even if it's just stainless steel scrubbing "sponges" to help catch any oil in the air stream. Google "ebay catchcan mod" and you can find all kinds of ideas and suggestions.