The most significant difference between expensive calibrators and cheap ones is the ability or inability to control your monitor's Brightness ("luminance").
The more expensive devices (such as the i1 Display 2 that I have) allow you to set a luminance target (usually between 80 and 120 candelas), then guide you to adjust your screen's Brightness setting to hit that target.
The cheaper devices don't have this functionality, which is a pity, because screen luminance has a great deal of influence on print matching.
I'm a big fan of my expensive calibrator, but I'm not here to preach "you must spend lots of money". Any calibration is better than no calibration, and you should only spend what your budget will allow.
So, if you have a device that doesn't control Brightness (such as the Spyder Express range), you need to take matters into your own hands a bit.
Generally speaking, all monitors are too bright when you first install them. That's great for gamers and movie-watchers, but lousy for imaging. So before you calibrate, you need to reduce the brightness of your screen to a suitable level for print matching.
Now, if there's an exact science to this, I'm not aware of it. It's just a matter of reducing the Brightness until the screen looks roughly like the print. (Remember, ignore colour at this stage, it's just the brightness you're focusing on.)
Here's some general advice about comparing prints to your screen.
The thing is, you'll probably be a bit cautious. A "correct" screen looks awfully dull if you're not used to it! Y'know how if you've been outside in the bright sunshine for a while, then walk into your house, everything seems really dark for a few minutes until you get used to it? Well, it's kinda the same here.
But anyway, reduce your brightness to a level that seems ok, then maybe just browse the web or something for ten minutes, and let your eyes get used to it. Once you're satisfied with it, then you can calibrate your monitor.
Ultimately, the proof of calibration is in the printing. Edit some photos on your newly-calibrated screen, then get them printed at a reputable lab. If the prints look good, pat yourself on the back. If the prints are a bit dark, you might need to reduce your brightness a little more.
Of course, if your prints look too light, you might need to increase the brightness a bit ... but that's pretty rare!
Calibration is important, and nowhere near as complex as people think. If you've just bought your first calibration device, I congratulate you on your wise move, and wish you all the best. You won't regret it.