Yes, different ones do have very different sounds. Some zill-makers have audio clips on their websites so you get an idea of what suits you. Some examples:
http://www.saroyanzils.com/ and
http://www.fingercymbals.com/
I'm no expert on the subject, but I do think you'll be better off in the long run if you buy from a reputable zill-maker right from the beginning instead of going for something of unknown quality on ebay. May cost a few dollars more, but at least you'll know what you're getting. Plus, if you end up with the kind that have little weight and resonance (like my first set), it may be a bit more difficult to readjust to the real thing.