There are different shaped keycaps, like different profiles. I don't really understand that yet, I have some made specifically for an ergodox style layout, so they probably have slight differences.
I'll give a few recommendations, cheap and expensive.
First thing you should know is most of the expensive sets are abs, but abs eventually gets shiny and PBT does not. The material itself doesn't really dictate the quality beyond that. Some people prefer the naturally more textured feel of PBT and some people love the smoothness of ABS. I can tell my GMK abs keycaps that I spent $170 for are more lovingly crafted than my $30 PBT pudding caps or my other set of white backlit caps that cost around $40, but when typing on them I honestly couldn't say I have a preference.
Some people find no-name chinese sets that are made of good, thick plastic that are almost comparable to more expensive sets. Generally thicker keycaps are better made.
In general though, for the real high end stuff, a company called signature plastics and another one called GMK make most of the sets. They are about $100-200 in group buys. They sell small run sets on a bunch of different websites. The way you buy them is basically keep watching /r/mechanicalkeyboards or /r/mechmarket for a while until there's a group buy for one you like, then you put up money. There are some of these sets readily available on a bunch of different vendor sites, but they change all the time because of the limited nature.
Basically what you are paying for is double-shot abs or whatever other plastic they use, basically there's an inner layer and outer-layer melted together in a way where for the inner color only the character shows through to the top. It makes the keys last pretty much forever without the character wearing off (contrast this with my 2016 alienware where the WASD started wearing off in 2 weeks).
There are cheaper sets that are double shot, but there are less options for color and there's a small difference in the fit and finish. You can get a decent set of backlit keys for about $30. You can get a slightly better set for $40-60, and then there's the $100-200 sets that while, aren't a life changing experience to type on, have more options for how they look and they do have a high level of craftmanship that you can really only notice when you are inspecting the inside/outside of the key before you install it.
Some people obsess about the perfect accuracy and design of the individual characters on the keys, but I don't find that to be a big deal, but the more expensive sets do a better job of this.
As to what you are missing out on? Well, my first kit was a solid aluminum case and I filled it with a layer of some rubbery heavy stuff that I can't recall the name of, but the end result was a keyboard that's like 5-6 LB and it feels absolutely solid and absolutely amazing to type on. It was about $300 with a cheap set of keycaps. My newer more expensive one has a plastic case but I bought it for ergonomic reasons. Plastic cases can be very high quality though (this one is) and feel very good. However, if they made a version of this out of a solid block of aluminum like they do with more traditional keyboards, I would like to get one because there's still a noticeable difference in solidity and quality.
This is one of the cheap sets I liked. Its sold through but it pops up every once in a while, if you don't want to wait I think amazon has an almost identical set that could very well have even been made in the same factory for a different brand:
https://drop.com/buy/pudding-pbt-doubleshot-keycap-set
Here's another set I got that I really liked. The bottom edges felt a little rough, but once they were on the keyboard they were amazing:
https://www.amazon.com/gp/product/B0779TNTVY/ref=ppx_yo_dt_b...
I encourage you to check out the mechanical keyboards subreddit's sidebar, there's a ton of information for helping people pick stuff out, that's how I got into it.