I use Wargames Foundry Paints. The benefit for me is that each colour has a pre mixed shade and a pre mixed highlight and the pots are either available on there own or as packs of the three colours.
http://wargamesfoundry.com/paint_and_br ... pallettes/
The down side is that they come from the UK. Postage is never normally a problem because if you order any book you get free postage for your entire order (they have some nice books and lots that I still need to get my grubby mitts on)
I also use some Vallejo paints, mostly for historical things because I find there paints dry with a much duller matt looking finish. However I do find that some of the light bone coloured Vallejo paints are good for mixing in to lighten colours from other ranges.
I have a couple of GW paints but not many. I do however use a fair amount of Black and Brown GW washes.