I prefer Penzeys and Nielsen-Massey, but Rodelle is an excellent value (from Costco). I've purchased the double-strength from Penzey's and I didn't think it's twice as potent as the regular strength.
I like Sonoma Syrup Co.'s Vanilla and their Vanilla Crush, which has the little bean specks in it. Both are a little more floral than some other vanillas. When I want one that is less flowery, I use Neilsen Massey.