As far as I'm concerned Winchester makes the best North American rifle brass. You have not indicated if you are shooting pistol or rifle cartridges and while I have had good luck with Federal's .38 Special brass, their rifle brass suffers from expanded primer pockets much faster than their competitors. Some folks report loose primers on the second loading of a Federal rifle cartridge case, but my experience is that you will normally get 4 or 5 before the case must be culled. Despite the low cost, that makes Winchester better value. I always seem to have a lot of Federal brass on hand, probably because that is what gets picked up most often at the range, but I mostly keep it for shooting reduced loads. I load lots of Remington brass as well, mostly because they are the pretty much the only guys who produce Ultra brass, and all in all I don't mind it. I get good accuracy and up to 10 loads of .375 Ultra before the primer pocket gets too loose.
Hornady brass appears to be a very good product, but I have only loaded it in .375 Ruger.
I have a box of .30/06 Nosler brass, and its expensive, but is said to be as good as Lapua. I don't know, I haven't loaded any yet. Some say the primer pockets loosen quickly with it, but I suspect that due to the heavy brass resulting in less powder volume those folks might have been overloading the case.