I'm relatively new to 3d printing but as I understand it, filament choice depends entirely on the properties you care about. A lot of people here use PLA. I use PLA for prototyping and props/display items that are gonna stay inside mostly. I try not to use PLA for cosplay stuff bc in the event I need to stick it in my car or something I don't want it to melt/warp. ABS has better heat resistance but is harder to print and requires an enclosure. Another popular filament is PETG. From what I hear it's easy to print, doesn't need an enclosure and has similar strength and properties to ABS. I'm about to buy my first kg of PETG so I will let you know what I think about it in a couple weeks.
Generally PLA is fine and there are ways to strengthen it and keep it from warping -just requires more work. I know some people who swear by ABS but my experience with it was less than great. I'm excited to try PETG for props and cosplay stuff bc I have heard great things. I have also heard that it's not all it's cracked up to be however...so we will see.
As for specific brands: I have never noticed a difference in brands of PLA. I DID notice a diff between cheap ABS and mid-range ABS. The mid range worked really well and the cheap was picky as @#$#@ and impossible to get the settings dialed in for. Also it cracks super easily but that could be more of a walls/infill problem than a filament problem.
There are certainly people here with more knowledge than I on this but that's my opinion. I will try to summon
SgtSaint who has way more experience than me.