I too have opted for safety glasses from the Big Box Home Store. What you need to look for is Lexan/polycarbonate, OSHA and ANSI approved for impact protection, ample coverage and comfortable fit. The good ones typically sell for $12-$25 and have scratch resistant, glare reducing/UV coatings. There are $5 to $10 versions which provide ample protection but lack in scratch resistance and aren't as optically perfect and have limited UV protection. The cheapies are still adequate to save your eyes from bugs and the stray gravel thrown by tires, but the mid-range ones are designed for people who work under hazardous conditions for hours a day indoors or out. If they are good enough to wear 40+ hours a week on a hot construction site, they are probably more than good enough for riding. I have a very light gray pair with anti-glare, anti-fog coating for evenings; an amber pair that is great for most conditions including snow, and a dark smoke pair with high UVA/UVB protection and anti-scratch coating just because I like the way they look. Total cost was under $70 and I keep the two pair I'm not using that day for riding on the visors in my pickup for driving use or as backups in case I lose a pair.

If you look at the safety ratings you will find out that the high end shades aren't safer, just more expensive. You pay more for that little Oakley logo than you do for the glasses.