Actually I don't use expensive scrubs. I use only Himalaya's walnut scrub. Although the smell may be weird but i find it quite gentle on my skin. I have rather sensitive skin so I need to be careful not to use products that contain certain chemicals.
About natural scrubs yes, they really work.
Try to google it online.
Anyway, when you make homemade scrubs, you're using natural ingredients and the effect may be better than products that claim they are "natural" . The "natural" products contained in each bottle could probably be less than 0.1% of all ingredients(mostly chemicals)