I have to respectfully disagree with those who say all the brands are good. I've got two favorite brands and have tried several that are pretty poor, and a few that are in between. I actually got to taste several brands side by side which really illustrated the differences.
The brands I've liked are Mae Ploy and Chaokoh. The worst I've tried are brands that come in cans that look very similar to Chaokoh's can. One of them even had a similar name: Chaodoc. I don't remember the name of the other lookalike. Dragonfly also made a very good one, but I think they had a couple different cans and one was good the other not so good, So I'd stay away from theirs unless you feel like experimenting. Even among the better brands, the quality can vary. You want to get the creamiest stuff, the way to tell is to shake the cans lightly. You'll feel less liquid moving in the creamier cans.
Avoid "light" or "lite" coconut milk. It's a ripoff - the same stuff with more water. You can add water yourself if you want it.
I haven't tried the powdered varieties yet, have been meaning to.