Since I don't get through many belts, I buy only high grade ones and have them shipped from the US. Premium belts cost the same in postage as the cheap ones, but last longer. I love the Blaze belts, using 36, 60 and 120, and while the Gators are great, I also really like the finish that the Norax belts give.
One type of belt that I wouldn't be without for finishing, and which no one has mentioned yet, are the silicon carbide impregnated cork belts. I have them in 400, 600 and 800 and use them doped up with buffing compound either to pave the way for a hand sanded finish, or to give a nice machine satin finish by themselves. Not only do they create a finer scratch pattern than their grit number would suggest, but they wear really well, like the Energiser bunny of belts, and they work fine run wet for cooling.