I've been whitening my teeth for about 12 years (not all the time mind!). I initially ordered online in America and had great results and converted all my friends at the time. The only thing that can be tricky are the teeth moulds, with the kits you usually have to create your own impression in the plastic mouth guards and sometimes it is a challenge to get a good fit on your teeth.
I went to a dentist first thinking I'd get a better result but no, 400 quid down the drain as it was at the time and only a tiny bit lighter (although my teeth were very light in colour anyway apparently)
The thing is I went to my own dentist and, again, I thought I'd get a stronger solution, but I happened to check after getting fitted for a mouth guard and the solution he was using as a dentist was less than the percentage of the one I was getting from America. So, in the end, I cancelled with him, paid the lab fees for getting a mouth guard fitted and he ended up wanting me to bring him a kit I had ordered to see if he could get the same strength for future!
I don't really do teeth whitening now as I have really sensitive teeth, not due to the kits but because of a major fizzy drink habit, and the kits can make your teeth sensitive, but definitely if you already have sensitive teeth...no go.
I tried all the chemist type ones initially and not much difference. You can get the high strength kits online for like 10 or 20 quid or less in some places, ebay etc. Look for something with a high concentration of carbamide peroxide if that is any help. Maybe get mouth guards done at the dentist though, for a perfect fit?