There are 'better' brands than other's but as long as you stick with big name brands and stay clear of cheap Chinese wire you will do fine, even saying that some of the nicest welds I have ever run was with a roll of cheap and cheerful Clarke wire I got given and had to peel a few layers back to get rid of the surface rust.
I prefer Lincoln supra wire, I find it is very good at resisting surface rust if left in a damp garage/workshop. It also is excellent to use and gives top class results, But as already stated any of the big brands will be of good quality. Avoid cheap white box wire.