@Soulfox -- First of all, those vinyl protected fences are galvanized before they are coated. That means they are a heck of a lot more expensive because they are double protected through two processes that cost money.
Is the extra cost worth it? That kind of depends on what you want and the environment your fence will be exposed to over time. Galvanized fences last a long time without rusting, but that is not necessarily the case in very wet environments.
Also, galvanized steel looks very "industrial," while vinyl coated fences can be made to blend in better with the environment.
As for costs, look for some sales on vinyl coated stuff. Those are frequent at hardware and home improvement stores. You might find a deal you can't pass up.