I'm a bit of a component quality freak. One of the main reasons I like making stuff myself is because I can choose excellent quality components that you do not typically find in mass produced electronics.
Caps: Electrolytics are the most important to get right here. They are most likely to die. Tantalum after that. Film after that. Ceramics are very hard to kill but still get good ones.
Electrolytics: Nichicon, Panasonic, United Chemi-con, Rubycon, Cornell Dubilier, Elna, Kemet, Xicon
Tantalum: Kemet, Vishay, AVX
Film: Wima, Panasonic, Cornell Dubilier, Kemet
Ceramic: Kemet, Vishay, AVX, TDK, Murata
Resistors: I don't think brand really matters nearly as much for resistors, but here are just some good names:
Vishay/Dale, Xicon, KOA, Panasonic, Yageo, Arcol
Inductors: Also not as vital. Look at specifications and try to get the best you can. Some brands:
JW Miller (Bourns), Murata, Cooper Bussman, Pulse, Panasonic, API
Semiconductors: You probably know the big names by now. Just for reference.
Texas Instruments, ST Microelectronics, National Semi(Now TI), ON Semi, Fairchild Semi, Freescale Semi, NXP Semi, Analog Devices, Maxim, Diodes Inc., Avago, Vishay