I always try to stick with the same brand accessories for my major purchases. I am willing to give 3rd party lenses a chance, and as Joe said, there are a few that pass with flying colors (like the Sigma 70-200 2.8), but for the most part I would still spend the extra money on Canon or Nikon lenses and feel confident in getting something good.
I have found similar results to what Joe pointed out, that the higher end, longer range prime lenses from 3rd party companies are good. But now we are talking about $2000-$5000 lenses, and fixed at one focal length, so they better be good! It's their shorter focal length zoom lenses that always seem to come up short. Not sure what the deal is, but I have tried many different brand zooms from 17-35 - 28-80 - 28-105 - 70-200 ranges, from Sigma, Tamron, and Tokina, and with the exception of the Sigma 70-200, I didn't like any of them for one reason or another. Note that the same can be said for the lower end Canon zooms too, but even then there are still some gems, like the 28-135 IS (not the sharpest tool, but for the price and range, I would own one).