There most definitely is a difference in carrying with a good gun belt. Some belts have plastic stiffeners that insert into a sleeve in the belt, and others utilize a couple of laminations of good, thick leather (my preference). You can select varying widths to accommodate a particular holster's clips or loops.
I have ordered a couple of belts from here over the years, and have been very pleased with their products.
CrossBreed Holsters also makes a very good belt from what I hear.
If you're carrying an LCP in a holster, a good gun belt probably won't make a discernible difference. Anything with a little "heft" to it and you'll notice a big difference.