There's a lot of difference between the various brands and lines of polymer clay--even between the lines made by the *same* brand/manufacturer.

For example, some lines or brands will be stronger than others after curing in areas that aren't thick/rounded/fat, some are "harder" on the surface after curing, some are more or less difficult to handle while raw which is usually related to how soft vs. firm they are and how temperature-sensitive (soft results in easy distortion and fingerprints, and those with hot hands probabaly shouldn't use anything but FimoClassic, Kato Polyclay or SuperSculpey-Firm), how easily they darken at recommended baking temps, etc.

The German company Eberhard-Faber manufactures all the "Fimo" lines.
The company Polyform manufactures the lines with Sculpey in the name (except that at art supply stores, original Sculpey is named Polyform clay) as well as Premo which was created by a clayer who actually didn't like the characteristics of the Sculpeys but used the Polyform labs.
Kato Polyclay is the newest brand. It was created by the polymer clayer Donna Kato in conjunction with the VanAken labs (maker of 2 plastacine clays) and is manufactured by them.
Cernit is made in Germany, by the "Cernit" company?
Du-Kit is made in Australia, I think... don't know much about it.
Some other brands are made in Europe and other places.

Here's something I've written before about all that:

No brand or line of polymer clay is really "the wrong one to use," but since they differ from each other some clays will have more advantages or disadvantages depending on what *kinds* of things they're used to make, and also the temperature they're used with (whether from air temp or hand temperature).
To add to the differences, all brands have undergone formula changes in their lifetimes, and many have undergone changes so recently that you may well find both the most recent formulation and the one before that still on the shelves together.

There are ways to kind of make up for some of the disadvantages for each brand/line when needed, but most clayers end up settling on one or two brands that suit them for most of the things they tend to do with their clay.
But some clayers also have just learned special techniques to use with the clay they were first introduced to (or the clay that was avilable at the time), so they may feel fine about sticking with that one.

You can read a load about the characteristics of all the brands and lines of polymer clay on these two pages at my polymer clay "encyclopedia" site especially:
http://glassattic.com/polymer/Characteristics.htm
http://glassattic.com/polymer/sculpture.htm
(and more about all aspects of polymer clay at my site...see Source below)

But the main differences in a nutshell are these:

1. Original plain Sculpey (boxed, white or terracotta only) and to a somewhat-lesser extent SuperSculpey (boxed, flesh colored) and Sculpey III (2 oz packages, many colors) are the clays which are weakest after baking in any areas that are thin or projecting (...rounded fat shapes, etc, of baked clay will always be strong because those are inherently strong shapes).
.....those 3 main Sculpeys bake up with a "harder" surface than the other brands/lines, but the thing that makes them harder also makes them more brittle and easily broken later if they're stressed
.....the brands/lines that will be strong even in thin areas will be Premo, Kato Polyclay, FimoClassic, Cernit, and perhaps SuperSculpey-Firm and Studio by Sculpey (the newest version of FimoSoft may come last in that group)... if those are made thin (and properly baked) they'll simply bend instead of breaking

2. Some polymer clays are also softer when they're raw, or they're more quickly responsive to any heat so will become soft while being worked with--especially if the user tends to have hot hands or live in a hot climate. The problem with using softer clays is that they will distort more easily, so they're harder to get precision and fine detail with while sculpting or caning--or doing most anything else too-- and will get fingerprints, etc. more easily.
......softer clays are the 3 main Sculpeys plus FimoSoft, but softness can also vary with how fresh or old the clay is, and which batch of chemicals were available when it was manufactured
......more heat-responsive clays are Premo and Cernit
......firmer clays are Kato Polyclay, FimoClassic, and SuperSculpey-Firm (which comes in gray only)
......firmer clays will take longer to "condition" than softer ones (but there are also some easier ways to condition them)... they are considered the "best" clays though

Those are the main differences-- though there are also differences in how easily they darken during heating, their color palettes and whether they have "special" colors or not, their cost (which also depends on when and where they're purchased), whether some of their colors come off on hands more easily, how "dense" they are, or sticky, etc.

HTH & have fun!

Diane B.