Nothing wrong with Nicholson files..... just get the regular, black industrial version instead of the cheaper, silvery hardware store variety.
Simmonds and Grobet are two other excellent names.
Some people swear by Craftsman files, saying you can take them back to Sears when they wear out and invoke their lifetime guarantee.
You have to get the right cuts in files to make the most of them, starting with an adequate coarseness to remove stock well. You need single-cut files for good draw filing, too. NEVER file back and forth like a saw...that dulls even a good file quickly. Use chalk as a lube to keep them from collecting chips and galling the stock. Also, get a good file cleaning brush and use it frequently.
Added: if you are considering Valtitan files, I would advise against it. They are very hard, and meant for using on harder materials, not soft, annealed steel. They are also very expensive, perhaps too expensive to take the chance ruining them when one hasn't developed good filing technique yet. JMO