I use Ortlieb and really like them. Whatever you do don't cheap out. A friend that is very comfortable financially cheaped out and bought a set of Nashbar panniers. The backing on his bags failed during a tour of the Selkirk Loop up in British Columbia. The backing went into his wheel and he flipped over the handlebars. He suffered many abrasions and a puncture wound to his side.

So when he got back home he called Nashbar. What does he do? He gets them to send him a new set of the same bags!