I have a mixture of eco tools, real techniques, free with purchase brushes (so, UD, BM,etc), some brushes for painting (from Michael's) and a Sephora brush or two. Good brushes don't have to be expensive, but they do need to be the right kind for your application methods.
I clean my eye brushes daily on a brush wipe cloth and weekly with water and a cleanser. The other brushes and sponges for my face are cleaned weekly.
I have a lot of Eco Tools and Real Techniques brushes, and probably use them more than any other brand. They're soft, easy to clean (especially RT because of the white tips--you can tell if they're dirty), and have held up well. They often have these BOGO 50% at Ulta, or if you have a Harmon Face Values/BBB with makeup you can use coupons for them. I'm also adding in more IT brushes. Lisa Eldrige just did a video on her favorite brushes, which could be fun for getting ideas (although those Suqqu brushes are $$$$$$).
Travel is fatal to prejudice, bigotry, and narrow-mindedness, and many of our people need it sorely on these accounts. Broad, wholesome, charitable views of men and things cannot be acquired by vegetating in one little corner of the earth all one's lifetime. Mark Twain
Sigma are my favorite. Great quality for the price. I used to buy MAC, but they have always shed horribly for me and don't seem to last through cleanings. I don't know if I'm too rough on them or what. I don't have that problem at all with Sigma brushes.
I really love IT brushes. They are so soft, made well and don't shed. Ulta has a line of IT brushes made just for them, but I don't know if the quality is the same as the regular IT brushes.
I don't think I've ever actually purchased a make-up brush. All of the brushes I have came with products that I ordered.
I love hakuhodo. I have the most incredibly soft highlight brush from them, made with blue squirrel hair. I also like a few shadow brushes, my fav I think it's J5523? For foundation I like MUFE 108. Their line is just so beautiful with super light wood handles.