I will preface my own remarks with this -- please do not read anything I say as criticisms. I am a fan of several vendors in this scale. I buy from them, I use their models, and I am delighted that this scale has a variety of vendors and such a wide, and ever growing, variety of models.
That said, I do observe some differences. So I will describe them. These are my observations of the differences, and some of my preferences, but in no case do they rise to the level of criticisms.
AFVs: I think GHQ's AFVs have the most detailing. Some have said they don't like the detailing. I do like the detailing.
I would echo the statements that CinC are more "clean", meaning in my case the observation that CinC models do not show bolt/rivet heads, storage boxes, on-board tools, external fuel cans, and other "stuff" that is often found on tanks and other AFVs. I do not mean that CinC castings are better quality (another possible meaning to "clean"). I view GHQ and CinC as indistinguishable in casting quality. I place them both ahead of several of the other vendors on this issue.
I also echo the statements that CinC gun barrels are weaker. I observe that, for a given vehicle type, they will typically be thinner than GHQ, H&R or Scotia. It also seems they are a bit more brittle -- more likely to break that to bend gracefully back into shape when they do get knocked askew. How much of that is due to being thinner, and how much is due to differing casting material I can not say.
It is worth noting that GHQ, on their more recent models, has frequently taking to modelling MG barrels with a thin sheet of material connecting to the base. Even on some of their tank models the AAMG on top has material beneath the barrel connecting it to the turret roof. This is a deliberate modelling technique GHQ uses to help reduce the loss rates on small fragile MG barrels. I am not fond of this approach, and would rather face the fragility of the barrels, but others may prefer this approach.
Infantry: Most GHQ individual infantry figures are larger (taller) than H&R. They are not notably taller than CinC. None of the GHQ/CinC/H&R figures I have seen were disproportionately bulky -- to my eye they look realistically proportioned.
Please note in ref to GHQ size I have said "most". It appears that their WW2 US Paras, and their Vietnam figures, are larger. I do not have first hand experience on any of these, so rely on what I have observed of others' postings.
That said, I believe CinC figures are actually more accurately scaled, but to the point of fragility. I have a fair bit of CinC infantry, but find the breakage rate to be high -- I must expect some figures broken-off at the ankles every time I put them on to a game table. I find GHQ and H&R figures to be more robust.
GHQ have the best details. CinC also have good details. Older H&R figures have noticeably less detailing. I'm told their newer figures have more details, but I have no personal experience with them. At this scale, I find that the older H&R Infantry had/has enough detail to be acceptable to me -- they still look good when painted up. But I do prefer the details of the GHQ figures.
H&R seems to have a better variety of poses for their figures, as well as better combinations in their packs. H&R poses focus mostly on standing advancing infantry. Even their LMGs are many times modeled standing and advancing. GHQ have some advancing, but also kneeling shooting poses, standing shooting poses, prone shooting poses, and most LMGs are prone shooting.
One advantage of H&R is they list the infantry sprues in their webstore catalog, so it is easy to buy by the sprue. You can do this with GHQ through their custom ordering mechanism, but not through their normal webstore catalog. (However, the burden is on you to know in advance what's on each sprue.) When assembled into packs the H&R also have really good and useful combinations. GHQ packs tend to focus on 1-to-many unit organizations, making for not enough squaddies vs. too many support and command figures. CinC infantry has a much smaller variety of poses, and I find it difficult to put together useful combinations for my gaming usage with CinC.
I have gotten some reasonable and useful figures from Scotia over the years, but Scotia infantry are notably less consistent in how they are modeled. I have had some that were well scaled with better detail than H&R, some that were notably larger than GHQ, some that were oddly proportioned (bulky), and some that were not modeled well enough for my standards. So while they may in fact have infantry I could buy and use, I find it less predictable and so do not go to Scotia as a regular source for infantry.
Currently I focus mostly GHQ and some H&R figures.
As to pricing, I agree with what others have said. GHQ is the most expensive. CinC is less, but still in the same price range (although the difference is growing in time). H&R and Scotia seem to be a a lower tier in pricing. You really can save by going to those vendors, if you are getting stuff that you like from them, more power to you.
The cost difference usually doesn't deter me. My cost per year for this hobby is so low that I can spend the extra $$ if I get something that I like more, and so enjoy my hobby time more. Let's face it, 6mm stuff is SO much less expensive than other scales, that if you like one vendor's model more than another vendor's, even at twice the price it is still a good deal.
I prefer GHQ. But that said, I frequently go to H&R or Scotia for models I can't find from GHQ, or for things that don't fill some sort of pride-of-place in my armies, but just bulk things up. Like trucks. OK, I should have lots of trucks. Does it matter if I have the best looking trucks? Might be a place to save a buck.
Your mileage may vary.
-Mark
(aka: Mk 1)