Not all brass are created equal, but not all differences are always advantageous or disadvantageous...
Plus, not everybody has the same observances, so even in offering my own experiences, I'm sure that I'll get flamed by someone that had different experiences.
Federal brass tends to be thinner, which might mean shorter brass life, but alternatively, it can mean lower chamber pressure for the same load, or more powder capacity for the same pressure.
Hornady brass tends to run softer, so life isn't as long, but it's easier to form, and the weight and thickness regularity is typically good for them (overall quality is good).
Win brass tends to be very regular, for the price.
Rem brass tends to be reasonably regular as well, also at a good price, but I find myself culling more based on weight, and and up work hardening faster to require annealing than Win.
You do get what you pay for with the "premium" brass lines like Norma, Lapua, Nosler (not saying these are all equal, just better than most).
Starline pistol brass has treated me well.
I reload mostly in Win, Rem, Hornady, and Norma for my own rifle work, Rem and Starline in revolvers. I reload batches of 500rnds for a buddy on Federal (FC, not LC cross) that have a half dozen reloads on them so far without significant losses in count.
I look for regular weight (praying that it means uniform thickness for capacity and elasticity), and then neck thickness. I can turn necks to make it uniform, but it's a lot more work when brass are way out of whack.