It depends on the program in question, most of the freebies are slightly cut down versions of the Pro variant. You'd need to look at the websites to see exactly what the differences are and then decide if you want to pay the extra. In the cases of AVG and avast! the differences are fairly minimal, but the Pro version of SuperAntispyware has the real time cover that's absent in the free version so there may be some advantage there.
The core scanning engines on the free and Pro versions are usually the same, so unless you're a commercial user who's not eligible for the free license the coverage offered by the freebie is more than adequate.