This will be a short overview of my experiences with the Yihua 936 which is often recommended around here. I bought a few to save shipping and got a few friends to get them as well. I got two myself and one arrived broken. The led just flashed once when turned on and then remained off, and it did not get hot. I first thought it was the power unit but I tried the pen in two different units with the same result. I then tried the other pen and it worked, in both units. This meant that it was the pen which was broken in one of the units.
I unscrewed the end and first found a problem which I believed to be the cause. The tip is grounded through a spring which contacts to the metal surface seen in the following picture. This is the second pen which was better:
As you can see, there metal isn't fully exposed and during the molding some plastic has covered it. This is the second one which was better, and after I had scraped some off. The first one was almost entirely covered.
This didn't fix it though, so I opened it up further and found a cable which was loose and a solder joint which was bad (frankly, several solder joints were very bad.) I fixed it and it now works. I didn't take any pictures during this either but I did take one afterwards on the pen which was never broken to get an idea:
This is when I noticed that the quality of the solder joints differed greatly. The one which was broken was terrible. This one, although a bit bad as you can notice on the yellow wire which sticks out, appears far better made. Some wires are also very close to shorting out other solder joints. You can also see the previously mentioned spring which grounds the tip in this picture.
I started looking for other differences since I had gotten curious and I found that the mantle thing under the tip looked different. Notice how it is completely straight on one of them but bent out on the other:
The manual was also quite different between the two.
To summarize: I think you get what you pay for, and quite bad build quality as is expected. One was even broken from the very start and I recommend people to open theirs up and ensure that it will keep working longer. They also appear to be made at two different factories or at least by two different people with different quality control.