Wegens are different to Jim Dunlops; I've used both, and I find there are some big advantages. The Wegens have a properly made 'bevel' on the tips, so the pick goes through the strings smoothly and with less of a clicking noise (this is the reason you have to specify right or left hand when you buy them). Much better for tremelo, and superb for recording. They are made of a particularly durable material, so they hardly wear at all; I've had my current Wegen for nearly four years, and it still looks like new despite some serious abuse in that time. They come in a range of gauges, including the heavy gauges that seem to work well for bluegrass chopping. Finally, they give a good grip. The prices are not that outrageous; by my reckoning, you can buy about eight Jim Dunlops for the price of a Wegen (not two dozen, at least not around here!). The price of the Wegen tends to make me look after them, and I'm sure I would go through more than eight Dunlops in four years.
Tim