How do you buy an SSL Certificate?

On a technical level the certs are the same. In the context of your question, it boils down to two concerns, Trusted Root and Reputation.

You want your certificate signer to be in the Trusted Root certificate authorities list on all major platforms: Windows/IE, Firefox, etc. This means your client and their customers will not need to install a trusted root or intermediate cert to get an SSL connection. By the way GoDaddy is in the Trusted Root certificate authorities list on Windows/IE & Firefox. There may be other discount SSL companies out there that are not in Trusted Root.

The reputation part is more of a soft topic. How much is it worth that when someone sees your cert it is signed by Thawte or signed by Verisign? Only you can judge the perception factor here.