I think it depends a bit on whether they are wearing indoors or as outerwear. For outerwear, I like Columbia esp since I've been lucky enough to find it at really good prices. Check Marshalls/TJMaxx!
For stuff they are wearing as an additional layer, pretty much anything I've tried has been ok. I think we mostly have BJs and ON and they have held up great. Esp the BJs fleece I got dd2 last year which I think she wore nearly daily for months. I'd grab it at night to wash and she'd demand it the next am.
dd1 10/05
dd2 11/09
and ... a mini poodle!