Ortlieb...or something cheap. I've been riding with a Nashbar ATB pannier for 4 years now, and they work fine for me. I got them two for $28. I rarely use more than one of them.
If I ever do extended touring I'll certainly go buy Ortlieb, but for getting to work and back, a $20 pannier works for me. Add in a couple of ziplock bags if it's raining.