I wouldn't differentiate much between Snap-on, Matco, and Mac. Or Cornwell. And IIRC Proto is (was?) just Mac's industrial line; tools were pretty much the same quality.
On the whole, Snap-on is usually the best, but each big brand has certain things that are better than the competition. Between that reason and promos/sales, I have all four brands in my box (or three...can't think if I actually have anything Mac or not. If so, very little).
I'm not familiar with Wright, but the rest are hard to 'tier.' IMO, it's kinda like:
-SK
-
-
-Craftsman
-Kobalt
-
-Husky
-Stanley
-
-HF/unbranded
But it's important to remember that every single brand has stuff that they do pretty damn well (especially when bang/buck is considered) and stuff that's awful. I don't recommend 'brand loyalty' in the slightest.
It's been a long time since I've broken even a cheap hex socket. The biggest thing with hand tools is usually how precisely their sockets/wrenches fit fasteners. And with wrenches, how easily the open jaws (and sometimes the whole wrench) bend.
If you're going to use the stuff often at all, there are always two things I heavily recommend: a ~60 tooth 3/8" ratchet, and a set of flex-head gearwrenches. Everything else can be as cheap as you want it to be, and it'll probably work.
But I'd totally fellate the guy that invented the flex head ratcheting wrench.