I prefer federal target, mostly cause there usually on the shelf and are accurate. Bought some fed automatch and they seem good as well. CCI green tag is good but expensive.
Least favourite is Remington and Winchester, I did buy some of those new win varmint ones though, but I bought about 12 different kinds to see what one of my rimfires liked. No problems with any of them going bang, split necks from rem 17hmr though.
Haven't dabbled into the fancy stuff yet - lapua, eley, rws.