I've never tried store-bought buckeye balls - I can't imagine they would be as good as homemade (most things aren't).
They are VERY easy to make, if you want to give them a try for yourself - they are well worth the effort:
1/2 cup butter, melted
1 pound powdered sugar (about 3 1/2 cups)
1 1/2 cups peanut butter
1 teaspoon vanilla extract
2 cups semisweet chocolate chips
1 tablespoon shortening
Combine the melted butter or margarine, powdered sugar, peanut butter and the vanilla together and mix well. Refrigerate for 1 hour or until firm. Roll into balls and place on waxed paper.
Melt the chocolate chips and shortening in a double boiler. Use a toothpick to dip balls into the melted chocolate, leaving a small uncovered area to make the balls look like buckeyes. Refrigerate until firm.
This recipe makes about 3 dozen