Eu realmente não tinha pensado nisso até ver sua pergunta. Eu não uso alcaparras com tanta frequência, então geralmente acabo com as menores, pois é o que geralmente encontro no mercado.
Curiosamente, a maioria dos sites que eu disse disse que não havia diferença e que era um mito que parecia perpetuar a idéia de que as alcaparras menores tinham um sabor melhor. E sua ideia sobre preço também pode ser um fator.
Mas então eu me deparei com isso de A esplêndida mesa:
SS: What about sizes? Should we be going for the smaller ones or the bigger ones?
DR: On the Internet, almost everybody says, "Get the smaller ones. They are better." But that is one of those food myths that just won't go away. The only reason that you hear it is because that's what everybody has always said, and nobody has really taken the trouble to really research it.
When I was in Pantelleria I kept asking, "What size do I want?" Everybody I spoke to -- from producers and chefs to local food writers -- all said the big ones are much more flavorful.
They usually come in three sizes: small, medium and large. The downside with the larger ones is these are closer to springing open and becoming flowers. They are not quite as tight in texture, they're not quite as firm, they have a flower inside them waiting to break out. However, they have developed to the most gorgeous flavor.
Portanto, o tamanho faz diferença no sabor. Quanto melhor, eu diria que é uma questão de preferência pessoal.