Another thing to consider is that the purchased certificates from people such as VeriSign will come with somthing like the $250,000 warranty, somthing generated for free will not be.
With branded solutions you also get a whole host of other benefits, simply having the verisign brand on your website is likely to make your consumer feel more trusting and i'm sure you'd see an increase in sales as a result.
Also other large brands have colaborated with browser developers to include things like the green address bar you'll see in IE7, again not really a big deal, but to your more niave consumers they'll come to expect this after seeing it on large commercial sites like amazon.
Rob