One thing I always look at is if the lamp holder is plastic or porcelain. Better quality lights usually use porcelain.
Much of the quality is inside the light and not redily visible. Better quality switches, better quality soldered connections, etc. Going with higher-end lighting is usually your safest bet. If the price is cheap, you can pretty much rest assure the quality will be cheap too.
Lighting suppliers usually carry overall better quality than the big-box stores (depot, lowes, etc) but that's not to say they don't also carry better quality, just that they also have cheap stuff for those customers who don't want to spend much. In short, lighting is one of those things where you generally get what you pay for.
~ ToolGuy ~
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