D'Addario EXL (Nickel) are my favourite. PMT wanted £35 for a 5 string set - I remember buying some online for £15 a couple of years ago (same website now £20) ! Oddly I didn't take the plunge in PMT.
Rotos i've also decided I hate, they may have some big name endorsees - but they don't have to pay for a new set when they go dead after a couple of weeks do they ?
I put some Warwick Reds (the cheap ones) on my Fender Jazz, and to be honest - they're actually pretty good. I think they were £11 for a set, can't argue with that.
I wish I were in the position to try lots of different strings, but they're too expensive to try out so I stick with what I know.