I've had excellent results with my Hornady ND dies. I do take the rod out, degrease it and the collet, then reassemble with some Neverseize on the threads. This increases the clamping force considerably for the same make-up torque, and I've not had the slipping issue on three different sets of dies.
But realize that you get what you pay for. Comparing a $25 die set with a $45 set is pretty silly - like comparing an NEF rifle with a T/C. The quality of the latter is far better, although they both function okay. Forester dies are top notch, but I prefer Redding now. Comparable-to-better finish, very accurate ammo and great customer service.
Yes, RCBS has a great return policy, but that's a double-edged sword. I've had to use their return service many many times over the years, yet I've returned only one Redding item, one Lyman and one Lee. I'm about through with RCBS products.....call me a slow learner. :wink: