BJ Longs; I order 5 bundles of regular, 1 bundle each bristled, tapered and fluffy with each months TAD order. If I find I am running dangerously low, I'll scour local tobacconists and headshops for "Zen" brand (perform as well as the BJ Longs, but at 3x the cost), but usually end up settling for a pack or two of Brigham (also at 3x the cost) to tide me over.
I find that the Brigham cleaners are the most absorbant of any brand I've yet used, however they also shed an awful lot, and the wire is just thin enough to be pesky (although not too thin to use, as in other brands).
At the other end of the spectrum, I've learned to avoid Medico branded pipe-cleaners like the plague, they simply shed and bend. Old Pal brand provides the same, crappy experience (although they are fluffy enough to swab the sump in a system pipe).