What brands and types are you looking at? I don't know Rona, and frankly, I wouldn't use anything from home depot if it was free. I may be biased, since my customers pay for materials and not me, but I use Sherwyn Williams or Tybony products almost exclusively. Of course, they're not the only good quality brand names.
A lesser quality drywall primer could leave you with peeling or bubbling in some areas, especially where it covers joint compound. It's also thinner, or has less pigment, which means if you want the walls whited out you'll have to use more coats.
Guyod's suggestion of Kilz 2 is an excellent choice and even prevent's any stains, such as ink, from bleading through. I personally prefer PVA primer for drywall. It dries to a flat finish, which is better for painting over. Also, Kilz 2 leaves me with a wierd aftertaste from breathing it, which I can't imagine is any good for me.
Depending on how much you are buying, you're really talking maybe 10 to 30 dollars difference overall. Is that really worth taking a chance on peeling paint? I'd say aviod Home Depot's paint section (especially Behr, which is garbage) and spend a few more bucks at a professional paint store. Or use Kilz 2 is a good recommendation. But don't chince out on the primer.