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they provide better articulation if set up right, there are alot of different types of 4 link. the best place to do a bunch of research on the subject would be over on pirate. the one i would use would be the triangulated 4 link..
A good 4-link can cost between $1000 to 4000 for the front and rear (depending on type of tubing, rod ends, brand names, and if you include the suspension parts-ie coilovers), using the right size/thickness of DOM and big enough joints.
Also, if you don't get the geometry correct, the 4 link can actually hurt your truck's abilities. Use Triaged's calculator on Pirate4x4 to get everything correct, and read a lot of threads over there. You should come to understand roll axis, instant center, antisquat, and a lot more before you even start thinking about purchasing materials.