Basically, everyone's feet (and walking style) are different. I discovered this when I started skiing last year; I got myself a cheap pair of boots when I started and absolutely hated it. After everyone told me I'd been an idiot -- that while you can cheap out on skis, pants, gloves, poles, whatever, and that boots are the only thing worth spending money on for beginners -- I went to a boot fitters and spent a few hours getting sized properly. Suddenly, skiing became one of my favourite pastimes.
Walking's similar. If you're walking in top of the line boots that don't fit your feet or your gait, you're going to end up injured pretty quickly. If you're walking in cheap boots, it's even worse. Find a shop with a wide variety of brands and decent staff who know how to fit you up properly (they'll often squeeze in orthotics to adapt for your gait too). Since doing that this summer, I've had a much more comfortable time hiking :).