Hmm...I am the store brand queen. It's very unusual for me to actually have a brand name product unless it's a loss leader.
Household cleaners: I've had good luck with almost every cleaner I've tried. I haven't found too many bad private label or knockoff cleaners, though I haven't been too thrilled with the Method cleaners from Target. You would be very surprised what just plain water or baking soda will do around the house. Unless I need to disinfect, water, baking soda, and sponge do great.
Laundry: I use Purex. I used to splurge on Tide, but I've found that Purex works just as well and I can usually get it for $2.00-$2.50 for a 100 oz bottle.
Make up: I've found Jane cosmetics to be surprisingly good. I've gottten great eyeshadows, blushes, and eye/lip liners from them. I've also had good luck with Cover Girl powders, and their clear mascara is great (doubles as a brow gel too!). I rarely wear lipstick, so my $1 Smackers glosses work great and are fun! One tip, though--if you wear foundation, buy the best you can afford. I've found a real difference in coverage, smoothness, etc. between discount and premium foundation.
Gasoline: I'm not fussy about this. The best priced gas I've found are at the gas stations connected to my grocery stores.
Food: I will generally buy the cheapest canned fruit and vegetables I can find. Same with dry pasta. I will usually buy those kind of staples at Aldi. I don't know if you have Safeway or Albertson's stores where you live but both of their private label products have been great for me--sometimes I even like them better than the "name" brand. (Anyone who's ever eaten Albertson's Presidents Choice chocolate chip cookies knows what of I speak...)
I'm curious to see what others use...