Rifle brass: I've used extensively Winchester, Remington, Hornady, Norma and PRVI brass. Of the above, I've had the best luck in terms of longevity with Remington and PRVI. I've produced ammunition suitable for my purposes ranging from hunting to 300m Match shooting to CMP games matches with all of the above. I have had a large percentage of premature failures (within 5 firings of loads that are not hot-rodded) with Winchester brass. It is always splits in the neck area. This problem has been severe in my M99 Savage with .300 Sav ammo, only getting 3-4 firings (may be particular to the rifle, but my Rem brass made it through 6 or 7 firings until a 3rd trim relegated it to the scrap bin), but I have also noticed it in .280 Rem, but with 4-5 firings. Lapua brass is great, but I only have it in one caliber and haven't run it through enough firings to draw any conclusions on longevity.
Pistol brass: Winchester doesn't seem to last as long in my .41 with full house loads as Rem. Still working on my Starline brass, not enough firings to draw any conclusions. All 3 have produced high quality ammunition.