Handgun Magazines: With the exception of M1911 magazines it's almost always better to buy factory mags. Not all magazines are created equal and factory mags are usually better quality and have a better track record for reliability.
One aftermarket exception is Mec-Gar. They make magazines for many of the large handgun manufacturers. Depending on the gun, the only difference between a Mec-Gar magazine and the manufacturer's magazine may be the name on the wrapper.