I think udimi is excellent. There is a risk with buying a solo from someone directly (and not through udimi), especially if you don't have your own click fraud detection, some would send you fake traffic or very low quality traffic. With udimi the funds are held until all the clicks you ordered are delivered, and there are basic filters as well as extra filters you can choose depending on what you want.
The pricing can range a lot. I wouldn't buy from someone who is too cheap, like 30 cents or lower per click, I've found that those are not high quality clicks and probably does not include a buyers list. So what you can ask a seller is..
does this include your buyers list? What I mean is some sellers segment their list and then sell only solos to their non-buyers. They wouldn't tell you this upfront so you need to ask.
Another important thing is to look at the reviews, if people say they are getting SALES that is a very good sign.
Buying solos is more expensive than safelist advertising because with a solo you are paying per click and once those clicks are delivered your campaign is over unless you buy more. With safelists you can buy a monthly/annual membership and mail many times per month, and if you have good email copy and landing page then you should be getting some optins here and there from each send. With safelists you just need to be consistent by mailing to as many as you can as often as you can.
Two different beasts, both good options for advertising.