Do Oolong's compare in taste between vendors?

There are really good oolongs out there. I would buy them from companies who specialize in high quality chinese or taiwanese tea, not places like Teavana and RoT.
Zhi Tea has all the basic types of oolongs and sample sizes that really got me into this type of tea.
For a really good selection of oolongs, go to vendors that specialize in them like Jing Tea Shop, Floating Leaves, Seven Cups, Norbu, Hou De Asian Art, and Teatrekker among others. These vendors buy them directly from their origin, not wholesale, and they also have great prices.
I’m not sure about Teavana’s oolong, but it is definitely overpriced. If you enjoy Teavana’s Tie Kuan Yin, I would definitely suggest trying other types of oolong – there is so much out there!

Of course they’ll vary.
Teas aren’t like like other products – a Snickers bar will taste the same whether you get it from 7 Eleven, or Target. Teas, on the other hand, are produced uniquely amongst plantations, and each company will generally get their own product. Even within companies, the teas will vary from season to season.

On that note, don’t bother with Teavana’s Monkey-Picked. I heard from one of their employees back in the day that it’s just their regular Ti Kwan Yin (I think they still call it Iron Buddha there), which is over-priced to begin with, and they mix it with some higher-quality oolong. You’re better off buying premium oolong elsewhere.
Plus, since they keep their tea in that huge bin until they sell it, putting newer tea on top of older stuff, along with the fact that they constantly open the containers… you’re just not getting good quality stuff there.
Get your tea prepackaged if possible.

The flavor of a specific tea depends on a multitude of factors. Some are environmental: type of soil, rainfall, temperature, moisture, etc., and some have to do with processing it goes through after it is picked. Even tea that is picked from the same bush will vary from year-to-year, or even picking-to-picking. The number of variables is almost countless. For me, this is the great adventure of tea. Vintage tea is very much like vintage wine — there are great ones and then there are truly marvelous ones, and the difference may be one simple factor in the multitude of variables. When you find one you like — buy as much as you can, and enjoy it until you find the next one.

Tea names are in many cases invented by the seller, so you can’t always go by the name. Look for vendors who provide as much information as possible about the teas they sell: growing country and region, garden, content, etc. — not just a poetic and flowery description.

One of my obsessions is finding an expensive tea I enjoy and then hunting down cheaper versions that are just as good. It isn’t so hard to find cheaper than Teavana. Red Blossom Tea Company is an excellent oolong source, they buy direct and give you a lot of information. They also run from extremely reasonably priced to quite expensive. I’m perhaps not yet able to appreciate the difference, I’ve gotten samples of some of the premium teas and really liked the less expensive more.

The only problem with my bargain hunting, is that I spend way too much trying many teas to find the well priced favorites. I am getting some winners to that game though.