There is a difference in the quality of result you will get at different DNA testing laboratories - in the reporting of results, in the reporting of matches and in the cost. There is also a large difference in the service and support provided by the various testing companies. Please consider all 4 aspects and do your homework before you buy a DNA test!
I have personally tested at
Brigham Young University's Molecular Genealogy Laboratory: 2001 (reorganized into Relative Genetics)
Relative Genetics: 2002-5 (later sold to Ancestry.com and closed)
Family Tree DNA (FTDNA): 2004-12 (industry leader)
DNA Fingerprint: 2006 (closed after owner was employed by FTDNA)
23andMe: 2009 (autosomal block DNA with health focus)
I have observed the genetic genealogy community and the laboratories and companies that serve it since 2001. Some companies have provided consistly good test information (Family Tree DNA & 23andMe, who are still in business, as well as Relative Genetics, DNA Heritage, DNA Fingerprint, Ethno-Ancestry - who are now defunct). Some have reported suspect results too often to be trustworthy (who I won't name) and some charge outrageous fees (who I also won't name).
One company has stood head and shoulders above the others since the beginning - Family Tree DNA (FTDNA). As a part of your decision process, I encourage you to compare your options to FTDNA's offerings before you buy.
One of my genetic genealogy colleagues also has a blog and she just posted a particularly disturbing analysis of the accuracy of one company's match reporting. Read for yourself:
Disclosure - WorldFamilies has had a business relationship with FTDNA since 2004. We chose to work with them after assessing the companies who offered DNA testing for genealogical purposes.