I have never bought a RF install kit, but the stinger one I saw in the store claims it has more strands of wire per inch than the other kits. You may be getting a higher quality fuse kit, wire, and rca's than what is in a walmart kit. I can almost bet if you are not running extrmem power requirments then the walmart one will do just fine.
I would buy the kit that is BIGGER than your amp. Lets say you have a 500 watt amp. You can buy a kit that powers 350 - 500 watts and that would work, but I would go with the 1000 watt kit. You may want to upgrade later and it will save you time and money to plan ahead. It will not hurt to have bigger wire (unless it does not fit in your amp). But it will hurt not to have big enough.