You get what you pay for. Autozone and other places usually have two or three different "grades" of tint for each percentage. You just have to read the label pretty closely (or just look at the pricetag

) to see which is the better of the bunch - I think they also have "Good," Better," and "Best" on the packaging to tell which is which.
I wouldn't go darker than 20%, personally, because it just seems the darker you go the more it tends to just turn blue or purple in a couple of years and look friggin' goofy, not to mention the fact that it makes it really hard to see out the back/sides at night (not a good thing when you're backing up or trying to see out the side to park somewhere and such).
FWIW, I'm pretty sure that most tint places don't use top-of-the-line stuff because they buy their tint film in bulk. Places that have lifetime warranties on their tint might be the exception ... or they might buy the absolute cheapest crap, actually, because they're not counting on anyone filing a warranty claim with them, and even if they do, it'll be super-cheap for them to re-do it, so they can keep the profits of marking up a "lifetime" tint job.
If you're doing it yourself, spring for the mid- or top-level grade film offered. I'll be tinting the windows in my truck pretty soon, probably around 20%, and I'm just trying to decide whether to use the adhesive kind or that static-cling stuff ... because the adhesive kind is a MAJOR PITA to scrape off when it inevitably bubbles up and turns all wavy and weird.