They're just as Unique as the item drops, but for different reasons, as you may have figured out. Addendum to the previous tip: Quest items also have golden names.Most of them have drawbacks to compensate for their benefits. Those are Unique and will never be sold in shops.
Of particular note are items that have a gold name. What I'm trying to say is: Don't buy items from shops. Those that are will probably be too expensive for you unless you luck out. Use it and abuse it once you get it, especially if you're not a Warrior. Here are some assorted tips to help you on your way.