I had some Puma/Specsavers insert things. Not very good. The shape of the lense/having 2x lenses to look through messed with my depth perception. Also suffered from misting problems described above.
I currently have a set of Boots sunglasses with photocromatic lenses in. Well worth the money not messing around with different lenses. Downside is, for my prescription (-4), the lenses are fairly chunky thus heavy. They have the tendancy to slip down my nose when i'm sweating. Some stick on rubber nose grips have helped, but I have considered getting a retention strap too. If I came off, I suspect they would leave my face fairly easily. Also, when they are clear, they look rather unfortunate on me.
Suitably impressed that I wouldn't hesitate (as I used to) to pay circa £3-400 for a decent, lightweight set of optics.