Well, the props made for the films/TV series are hand made and came first, the ones sold in the shops are toys mass produced mostly in plastic, and have to conform to safety standards. The props often brake.
Often the size of the toys is not the same as the original props (mainly to accommodate batteries and safe light bulbs etc).
The props cost a lot more than the toys.
The toys have sound chips to immitate the weapon, for film and TV the sound is dubbed on afterwards.
I think in Doctor Who, they often use toy Sonic Screwdrivers for the walk-through (like a rehearsal), and spare the real prop for the take.