Bandman... a friend of mine plays the pipes. He's a math professor at the local univeristy. About 6 or 7 years back he had the opportunity to spend a year on sabbatical in Edinburgh and while there took some private lessons.
I can ask him about "quality" vs price (I suspect about the same rule as what you find with trumpets will hold!) In the meantime there is a store out of Seattle called "Lark In The Morning" (
http://www.larkinam.com ) that sells pipes of various qualities.
As a kid growing up on a military base a friend of my Dad's also piped... I can remember hearing him practice. Let's just say that it's an affliction of my own heritage that I never felt the need to acquire.
Did you know that the pipes are actually an Irish invention.... and the Scots have never figured out the joke yet?