Interchangeable circular knitting needles

Travispipi

I use drops set. They are quite cheap campared to others. They work fine. Have not had many issuse. BUT the cable is quite stiff. And can be a problem when working magic loop.

Alamom

The Clover set is madly underrated.  You can often get it on sale 50% off, sometimes 60% at Joanne's Fabric.  I think I paid $60???  Size range is huge from   US 3 -- 15.  No tool needed to tighten either.

Leisureknit

don't buy knitpro, not worth

toomuchreading

Most interchangeable needle brands have for sale individual needles and cables available for sale.  What I would suggest is going to your local yarn store (LYS) and seeing if they will let you try out some needles.  If the store is any good they will have some for testing in the store available.  Baring that get one set of individual needles and a cable to try out the different brands.  Try testing in store first.  It also give you an opportunity to visit different stores in your area and seeing what they have to offer.  This is one of my favorite excuses to get out for a day trip either by myself or like minded friends.
One thing you have to consider when buying interchangeables is the variety of sizes and cables you are getting.  If you bought each fixed circular combination available to you, the price would be far far more than the price of an interchangeable set.
Myself personally, I like ChiaoGoo interchangeable needles.  I like the cables.  I like the way you can mix and match the cables with the different sets, and I like how many needles they have available in sets and individually.  For where I live ChiaoGoo is at the higher end of the middle price range.  The more expensive needles, I can't stand the cables, and the cheaper interchangeables, they break or literally wear out.  I've worn the tips off or put grooves in them, they are so cheap.  I've knit a lot over the years and ChiaoGoo has been the best brand of needles I've used.  I've had only one problem with ChiaoGoo needles and that was a fixed circular (not interchangeable), and my LYS replaced it with no questions asked (I did still have the original packaging for the almost 10 year old needle which probably helped).  
  

Guavas

Another vote for chiaogoo - imo it is not worth it to do the super cheap amazon sets, they are so miserable to work with