The active ingredient in Proactive is 2% Benzoyl Peroxide. Other over the counter skin care products also contain it. The percentage varies though. If it's too high, your skin will dry out and peel too much. If it's too low, it won't work.
It's this gentle peeling action that keeps the pores from clogging and breakouts from happening. Salycylic acid is another peeling agent that's often found in over the counter skin care products.
As Denise said, it doesn't work for everybody, because the percentage and type of peeling agent sometimes has to be fine tuned to your individual skin.
Go to the pharmacy and look at the ingredients on the products. Try a few and see if they help. I don't think it's necessary to spend that much money to find something effective unless your problem is really severe.