I use Goex, and it works perfectly fine. Never had a problem with it. Never tried another brand nor feel the need to.
Where I have been fussy is with musket caps. Compared to others I have used, I would say the Schuetzen caps are fantastic. They have a powerful blast and I would highly recommend those. Apparently the CCI musket caps are quite weak, though I can't say I have used them, nor will I ever try to....once you go Schuetzen there is no reason to try any other brand.
CCI does make excellent percussion caps for pistols (#10 and #11 sizes). Be aware that there are slight differences in sizes of pistol caps from different manufacturers. For example, if you compare Remington and CCI #10 caps, one of the brands is slighter larger in diameter (enough to notice when you seat them on the nipple), so experiment and see which one fits better on the nipples of your particular gun.