Hi Michal,
The citadel/Games workshop colours are comparable to Vallejo. When using acrylics from an art shop, then there are many different and in many different qualities too. I've started by buying a tube of each brand and then expermenting which one(s) I liked best. I must conves that the very best I've found is Polycolour from Italy. I then bought the whole range, one of the better decisions in my life.
Should you have more questions, please don't hesitate to ask.
best wishes,
Gino