Are Canon Lenses Cheaper Than Nikon
What are the possible disadvantages in buying digital SLR lenses third party?

In addition to issues of quality brands accredited lens seems to be much cheaper than the camera makers like Nikon and Canon. But will it work just as well?

Yes and no. You find some are hit and miss. In general, if an objective is cheap, then get economic performance. The best thing is to seek and find each lens comments. I know the Sigma 18-200 has only been rated # 1 by Consumer Reports with a price tag of $ 300!