I finally got a pair of cycling glasses with the Rx insert earlier this year. I can't believe I didn't get them sooner!! I ended up getting the Bolle Parole's. I tried the Rudy Projects but I have a little head and the ear pieces stuck way out the back. So I looked in the Performance catalog and they had a deal with the Parole's (the have a curved ear piece) and the Rx insert for $60. I took the Rx insert and got lenses put in and have been a happy camper ever since. The Bolle's aren't exactly the most fashionable glasses but they fit well and most importantly they don't slide down my face while I'm riding like my regular, "fashion" sunglasses did. The really great thing about the Rx insert and the Parole's is the changable lenses. I always envied my husband being able to change his lenses for the conditions (bright vs trees vs cloudy day) and now I get to, too! They were by far the best cycling product I've bought. It's really very important to be able to see when you're mtn biking and you can't always take a hand off the bar to push you're glasses up.
And a bonus to the Rx insert vs the $300 custom made Oakley's is that when you're Rx changes you just take your insert down and have it re-done instead of paying an authorized Oakley dealer an obscene amount of money to re-do your lenses.
My vote goes for the Rx insert with interchangable lenses.