Like Gassy says, it's very variable. Even from the number of boxes I've been through on punter days, I can say it's highly variable. My local sites both used to use Sterling shield, which was sometimes great, and other times it was useless. One of them has had the sense to switch to using RPS Premium, but although that's more expensive, there are occasions when it's completely useless.
Last time I played, one of five boxes between myself and my mates was really bad, and didn't burst, but the sterling shield I'd managed to keep for a year or so (and was completely fine for use), was bursting nearly every time.
It seems that it's a bit of pot luck. From my experience though, Shield is prone to a fair number of non-breakages. The RPS stuff I've been using since is working quite well, apart from the odd box.
So there's my experience of just two of the paints out there. I'm sure many players on here will have shot so many types of paint it's not even worth them listing them (the thread would go on all day).
More expensive isn't always better. There will be a some paints where the paint will break consistently, and others where they won't. There are going to be odd boxes in the batches, where it's not quite perfect, so find a paint that you like, and works relatively reliably, and stick to it, is my advice.