For what it's worth, I'm mostly in agreement with hamster. I'll generally spend the extra for a lighter cassette with a spider for a 'nice' bike, but cheaper cassettes seem just as durable, and for a more utilitarian bike I'm happy with Deore or Tiagra.
I've used SRAM cassettes in the past, and I think they're as good as Shimano. When I've chosen one over the other, it's usually been based on price.
One slightly arcane advantage that Shimano cassettes have is that the 12t sprocket of a 9-speed 11-32 cassette has a knurled face to accept a lockring. Throw away the 11t sprocket and you have a narrow spaced 8-speed 12-32 cassette that fits snugly on a 7-speed freehub.