Check the power. I believe BlueSmirf has a more powerful module, I guess that's the gold but, looking closely at the ones I have seen, it appears that the vital part is the same as the cheapo. I assume that's the silver, maybe they all look the same. I routinely use the cheapos and they are fine. range is about 6m through a wall and a good 15m line of site.
They connect to a 4-pin header on a proto board, or by jumper wires direct to the Arduino sockets. They use the same commands as the serial monitor, no extra programming needed. I use RealTerm to receive on the PC.
The PC trawls for the Arduino bluetooth just like it does any other bluetooth. If you just want to read data from Arduino to PC, you simply send the same serial print commands you would send over USB to the serial monitor but use RealTerm instead. You can send data via USB to one computer and bluetooth to another simultaneously, but don't try both methods to the same PC