The Japanese are geniouses when it comes to sleeves, so I try to get Japanese sleeves when I can, PokeBall sleeves or whatever. Kaga knew of a really nice brand, but I can't seem to remember what they were called. Maybe he'll post it here.
Anyway, when I can't get my hands on the imported stuff I prefer to play with sleeves like Ultra-Pro (although some of their sleeves are better than others) they're decent quality and can withstand quite a bit of abuse. Max Protection and DragonShield are very good brands as well, but are sometimes a bit harder to come by than Ultra-Pro stuff.