As someone who worked for halfords for nearly 4 years and this fitted countless sets of roof bars, its got to be Thule - easier to assemble, better made and a better fit.
For example the Thule fitting kit and foot pack you will buy will have car/model specific parts with rubber feet tailored to that specific vehicle, ensuring a proper fit with the bars sitting as straight as possible regardless of any curve/camber to the roof or rails, and with reduced likelihood of marking the roof rails or paintwork where they touch the vehicle.
Thule bars have thicker and better shaped rubber pads where they touch the car compared to cheaper sets which are often more generic in design (a more generic design such as the halfords own brand range will fit more vehicles easily without the need for as complex and vehicle specific fitting kit, and thus is cheaper to buy, but will be fiddlier to fit and more likely to damage door seals, roof rails or paintwork with repeated use). The halfords bars come with thinner and harder pads on the attachment points - with Thule you are much less likely to mark the paintwork where the bars attach to the car
Thule are expensive but if you take them on and off a lot the ease of fitment will repay you! The halfords own brand stuff is horrible in comparison, I used to dread being asked to fit the 'value' halfords sets. I wouldn't bother with the Thule aero bars, they look nicer but that's about the only advantage over the box section normal bars for most applications.