I'm not too familiar with road-brakes and how quality control plays into what. Do higher end brakes (for example?) make a big difference? What usually breaks first?

Among dual pivot calipers, cheapies like tektro or sora are fine for stopping power, good pads, like cool stops, make a BIG difference however. Also, the shorter the reach the greater your mechanical advantage. Keep an eye on your pads and your cables as far as maintenance goes.

I couldn't say what breaks first because none of mine have ever broken.