The main factor that gives one tire lower rolling resistance over another is flexibility. If a tire flexes when faced with a bump/deviation rather than inducing vertical motion then it prevents the wasting of energy and therefore rolls better. An added benifit is that these tires that flex also have a better ride. Now thin, flexible tire aren't always the sturdiest but then again if the tires well made it can be flexible AND puncture resistant and road tires such as Vredestien Fortezza's do just that where as cheap, heavy tires can be slow because they don't flex yet are easily puntured as well.
I find that its worth paying for good tires. Check out the Vredestien Perfect Moiree tires it you can find any. They look like a very good alrounder to me.
http://www.vredestein.com/Fietsbande...ionID=82894099
Regards, Anthony