Here's my list.
Processor: +Intel
I used to favor AMDs until the C2D CPUs, which have proven to be quality products over and over again. I was very happy with my E6600, and now I'm very happy with my Q9550. Both were very easy and painless to overclock. Nothing against AMD though, I just prefer Intel.
Motherboard: +ASUS
I've always had an ASUS mobo. No reason to switch because I've never had a problem with an ASUS mobo, and I'm familiar with them. Both my last two mobos P5B Deluxe and P5E Deluxe were easy to overclock, and didn't give much trouble.
Memory: +Kingston, +OCZ, +SuperTalent
Kingston is by far the best manufacturer I've used, but I've also taken a deep liking to OCZ. I've only had two pieces of memory from OCZ, but both of them performs very well. My latest OCZ DDR2 1000 MHz RAM is rated to run at 2.1v, but runs very well with 1.8v, and I even overclocked it a bit (loosened timings from CL5 to CL4). That and it has life-time warranty. With my last computer I took a shot with SuperTalent memory, and they performed very well too and never had a problem with them, so + for them too.
Graphics Card: +ATI, +nVidia
I've had equal amount of problems with both of them, but no problems for years really. My last computer had a nVidia's 8800 GTX, and it was an awesome card, although quite big and produced a lot of heat. Now I have ATI's 4870 X2, and the first impression has been very good. It was pretty hot first, but when I upped the fan speed to 45% (still very acceptable noise by my standards), the card idles at 40C now, and the performance is something I've never seen before. Either way, both of them are fine, and I can suggest either of them.
Sound Card: +Creative
I've only used shitty integrated sound cards, and Creative's sound cards, so no contest here for me. Creative's Xtreme Gamer is the best sound card I've used.
Power Supply: +OCZ, +BeQuiet, -Antec
I've had two of my Antec PSUs short circuit and blow up. Both of them were ones that came with a came with a case, but I still can't really recommend them.
Case: +Antec
I've pretty much always used an Antec case, and I love them (they got lot of shitty ones, but also a lot of good ones). Last case I had was Sonata II, and now I have Antec 900.
Heatsink: +OCZ
Don't really have much experience here, because I've almost always used stock heatsinks (which usually suck). My new computer has an OCZ Vindicator, and it seems to keep my CPU pretty cool, so I can suggest it.
Case fans: +Zalman, +Nexus
I usually use Zalman or Nexus case fans, but anything goes really. I don't think it matters that much, as long as they work.
CD/DVD Drive: +LG, -Samsung
I got a Samsung for my new computer, and it broke the first day. I'm not kidding. It was a big surprise because I always thought Samsung is awesome at everything they do. It's not even just an isolated case, I found that a lot of people had their same Samsung DVD drive break in first 3 days. Anyway I just went and bought a good ol' LG's drive, never had a problem with them.
Hard Drive: +WesternDigital, +Seagate, +Maxtor
Monitor: +Samsung, +Benq, -Acer
Samsung monitors are the best I've used, including CRT and LCD monitors. Right now I'm using a Benq and I'm happy with it, although I've seen much better monitors by Benq at my work place. I can't really say much about Acer, except that all the Acer laptops I've used have really bad monitors, with really bad viewing angles, but most laptops I've used are low-end ones, so that might have something to do with it.

big thanx to dragonslayer for sig!