I think Bill has a point on the additional contacts. The grip doesn't just provide battery power, but also has signal connections for the shutter, AEL, etc.
I had a third party grip for my Sony and it was fine, didn't seem to cause any trouble and served the purpose. It was probably a little lighter than the Sony branded grip. However I'm pretty obsessive about this kind of stuff and it always drove me nuts that I didn't have the thing that the engineers intended to be used with the camera, and the plastic didn't quite match. When I went to Canon a 3rd party grip wasn't even considered.
I have also seen lots of good stuff about the Zeikos, it seems to be pretty well respected, but it seems to make a lot more sense to use 3rd party on a $500 camera than on one costing 3x as much.