I love olive oil - so maybe it's a little ironic that I don't have a large list of loved brands to rattle off - but, for me, one of the allures to olive oil is the massive variation in character that is available, if you know where to find them. There are oils that are very florid, some that are musky, others that are fruity, there is cold pressed, first pressed, there are crude or rustic oils, and then there's just your standard EVOO (in the U.S. market). This brings me to the question of: what, really, are you looking for? If you're hoping to find just a strongly flavored EVOO in your big name supermarket, your options will likely be fairly limited, and you might not like the flavor of the two or (if you're lucky) three brands they offer. I'm not sure if you live in the U.S., but if so, buying EVOO can be a dicey proposition. We're working on it, but there's still some hashing-out to do in the rules and regulations that do exist in my opinion, and most states still have to adopt the newer R&Rs that have been developed over the past couple years. There's a decent article on it, including some market definitions and quality standards here:
http://www.oliveoilsource.com/page/product-grade-definitions. There's been some scandals over the years of companies skirting lines and even plowing right through the guard gates as far as providing the same product which they are purporting to sell. Basically, just know what it is that you are buying before you fork over larger wads of cash expecting to get a quality oil which may or may not exemplify the qualities that it should. I wish it was more simple.
All that aside, there are some decent ways to ensure that what is advertised is what you are actually buying. If you're willing to spend a little more on imported oils, and know that the purveyor is reputable (and won't do things like sell oils that have been temperature or time abused), you can purchase old world oils. I do so fairly often, but there is a local olive company that I love as well, and they have a surprisingly large variation on their own, so I tend to purchase their produce and products a lot. I know the farms and the people, can trust in their production, and know exactly where/who to go to if I have any questions or concerns, so it's a great deal for me all around.
If all that is way too in-depth, then maybe some trial and error is the way to go. What I mean is, if you're really not all that concerned about regulations and blah-dee-blahs (I wouldn't be if I could avoid it, but I feel that it is one of my responsibilities as a chef) and simply want a flavorful oil that is consistent in taste, then trying out major brands by purchasing small quantities at a time, deciding if you like it or not, then moving on to the next might be the best way to go.