The only problem I had with mine was that I had to reinstall my chipset drivers and DirectX to get it running properly (and I recently had a few headaches when I tried to update my Catalyst and Forceware drivers simultaneously). Of course, I also switched motherboards and video cards a few months back without reinstalling Windows (gasp!), so I expected a few driver headaches. Other than that it's been damn near flawless. Definitely use Driver Cleaner if you're going from NVIDIA to an ATI card, and be prepared to reinstall your motherboard drivers if you have to.
Built By ATI cards are generally regarded as the best (3-year warranty and all that), but you pay a premium for them. Sapphire is just as good, IMO (Sapphire actually produces some of the "ATI"-brand cards). I've seen some people report problems with PowerColor cards, but others seem very happy with them (and they're cheap). Haven't heard much either way about the other card manufacturers. Most of them follow the reference designs to the letter, so I would expect them to be almost as good as ATI.