Somewhere in Sheldon's many excellent articles on fixed gear bikes I seem to remember his advice to never change brands of cogs because the slight variations between the steel threads of the respective manufacturers weaken the threads of aluminum hubs.

Or, I might have read it in an article by Phil Wood.

In any event, pick a cog manufacturer (I think Phil and EAI make the best cogs) and stick with that manufacturer's cogs from day one.