It can be a bit hit-and-miss - I've had okay ones from Carrefour but I've also had terribl eones from there (so badly made, you could taste the metal from the welded metal inside!).

 

I've also had good ones from the Souq, but I did get one that had a copper pipe running down the middle and reacted badly to the tobacco, meaning I had to scrape the wierd green crystals off every time I used it!

 

Some of the shops in City Centre had quite good quality ones (from what I've seen), but they're more expensive than both CF or the souqs - about QR350 for a mediumk sized one, iirc.