I've got one of those B&Q small vices. reallynice bit of kit (think I paid £20 for it).
The metal jaws (serrated) are screwed on and do come loose if not threadlocked, but not a problem once its tightened up.
It has been very good so far (1.5yrs ish) with regular use. There have been a couple of jobs where it was just too small to do the job.
Just bear in mind a big vice will need a big strong bench, but it;s a good excuse for some serious 'man cave' building :-D.