at the end of the day, you usually get what you pay for. cheaper alloy wheels might be using softer and heavier 'alloy', which will increase you 'unsprung weight' (which means the suspension is having to 'control' a heavier wheel, which isn't as good) and also adversely affect acceleration. a cheaper wheel also usually isn't as perfectly balanced/'round', from the factory (ie: less 'true'), so ends up needing more of the stick-on balancing weights once the tyre is fitted. the finish of the wheel may not be as good either: less clearcoat lacquer, thinner chrome plating, poor paint finish, etc.
as you say, OZ Racing are a very nice wheel. even their basic cast alloy 1-piece wheels are nice quality from all reports. and of course their high-end 3-piece alloys look superb.
you have to find the right balance for your budget, the car, and what you'll be satisfied with in the long run. same too with the tyres. don't buy super expensive alloys if you can't afford high quality tyres.
so, there's plenty of considerations:
*fitment to suit the alfa: 5x98mm PCD, 58.1mm spiggot hole, approx +35mm offset (for 7.5~8.5" wide rim); and brake caliper clearance if brembo's
cos finding the right fitment in a stylish wheel can be difficult, and the concern over quality, i think it's why most people settle for 'alfa' wheels. but if you search high and low and know what to look for, you should be able to find something unique and very nice.