I may have done some comparisons a while back (maybe even some audio recordings or a video?). I find them tricky, since unlike the DGPS decoding the results are somewhat arbitrary. It rarely is a case of "I can hear the station on SDR A but not B" but instead "I think it sorta sounds better on A but not really sure oh now it sounds better on B".
My general experiences are:
The netSDR is a tank. It does not overload. It's a direct sampling 16 bit SDR with bandpass filters. You do not see images. If the signal is there it is real. If it can be picked up, you will pick it up. It is what I use for my nightly 43m recordings that hear everything. It works. If you ever see one of these for sale cheap, buy it. You will not be disappointed.
The SDR-14 is kinda old now, it's OK, I would not buy one unless you get an awesome deal.
The SDRplay and AirspyHF+ models all have their pluses and minuses. They're a good deal for the money, about an order of magnitude less than the netSDR. The netSDR is not 10x better, but it is somewhat "better" in that you won't get fooled by overloading or other effects causing images. Also as these receivers all use a form of AGC the signals sometimes bounce up and down which is annoying when you are used to it not happening. You can mitigate it with careful adjustment of settings. But you do need to be aware of the fact that you can sometimes fool yourself. Any of these is your entry point for a low cost SDR.
The AFE822x is IMHO an under-appreciated SDR. You get a lot for the money. It's got two inputs and you can do phasing with it with SdrDx. It's direct sampling, so no wonky AGC action. It has a built in adjustable LNA, which I like because I can use it with my passive crossed parallel loop or another antenna with a lowish signal level and max out the A/D bits. Only 12 bits, but it seems to be enough. It is my main receiver for 48 meter Europirates, and does well on MW also.
The less said about the RTL Dongle the better. Again in fairness on VHF/UHF it is great for the price, and works pretty well. But not on HF. It's garbage on HF, I will be that blunt. I've noticed then when I run into someone online badmouthing SDRs in general, it's because their only experience is with an RTL Dongle.