The brand of brass I buy generally will be dictated by the caliber and use. If I'm just loading up plinking or hunting rounds I don't have a preference and inexpensive is fine with me. If I'm loading for the best accuracy, I like Hornady, Lapua or Norma.
There is one exception where I'll now only use the expensive stuff. My favorite rifle caliber is 6.5x55, but Winchester and Remington brass isn't exactly the correct dimensions so I've started using Lapua brass in that caliber.
"And remember, Abraham Lincoln didn't die in vain, he died in Washington D.C." - Firesign Theatre