i think gallarian has a nice list of the differences commonly seen. i'll add that type of printing/sublimation for key letters, individual leds for keys and other such features can also be different.
no, not all keyboards come with backlighting. also, on most of them which have drivers or software you can disable backlighting if you do not like it.
some keyboards such as ones made by deck tend towards heavier built construction. it should be noted however that the switches are the same as cheaper models (generally cherry switches). there are other switch types out there (topre, etcetera..) but they are less common.
i've owned a $150 wasd keyboard and quality was no better than (actually it was less than) a cheaper corsair k70 or similar. sometimes you end up paying just for name or features you dont want or need. the wasd did not have backlighting.
as far as utter build quality and longevity is concerned, its hard to beat the old model m design (now sold as unicomp customizers). old buckling spring keyswitches which (in my opinion) are much more substantially built and better feeling than cherry switches, drain pan in case of minor spills, and they weigh at least 6 pounds or more. the downsides are that they are very loud, at minimum are 2kro and large. generally only popular with nerds or people who break keyboards too often.