You need to buy quality. The cheaper chucks have their problems. In the past I bought one because it was about $100 less than the named brands. I think I used it a couple of times and it's somewhere in the shop now.
Try doing a search for chuck comparisons, there may be some info out there.
Some chucks come with bars to open/close, some come with hex slots. What is your preference - if any. The cheap chucks I found were a bugger to keep clean - as in getting the thick oil off. The named brands are made from a better quality metal, and the more newer named brands come with a closed back so no dust can clog up the works. You also need to look at the jaws opened. some chucks are square when opened, some are still round, so depending on the wood that you want to chuck this needs to be a consideration.
You also buy jaws based on the common size of wood that you are going to turn - jaws open to different widths. I initially started with one chuck and 1" & 3" jaws. Now I have about 5-6 chucks and a host of jaws. I never would have been able to afford them all at once though.
If you do unchuck your work make sure to mark exactly where it sat in relationship to the jaws which are numbered 1-4. It does make a difference when rechucking.
Fred Holder, a turner from Washington State has written a book on wood holding. The book isn't expensive. He shows multiple ways to hold wood on the lathe without the use of chucks. And you can make some stacked plywood / scrap wood face plates. Before I left my shop last night I glued up a plywood double face plate on some maple I want to turn in a few days. I used white glue.
So, chucks are good to have but if $$ are tight there are certainly other methods to use.
