It depends on what Sony camera you are talking about. Also, it is not brand at all, it is memory type. Some of their cameras only use memory sticks, but there are 3rd party makers of it.
It takes the pro-duo memory stick. I have several Sony cameras and use the SanDisk cards. They work just fine and are cheaper than the Sony brand. Just make sure you don't need the adapter. You can buy the card with an adapter however.