Let's hear it for mindless discussions ... the only kind worth having!
I use .009s for Strats and .010 for Les Pauls. I admit that the tone is fatter the heavier the string, but having done my 10 rounds with tendinitis, I'm pretty happy with skinnier strings.
I wish I could say that I only use one brand, but the truth is I'll buy whatever is on sale. I think they're all fairly close in quality, although the few times I have spent more for DRs I think I noticed they were somewhat better. I really like the Fender gimmick of bullet ends for Strat trem blocks, although I don't think they make much of a difference in sound.
I have used Ernie Ball .011s (in the purple package) on my muttcaster Strat (Fender Japan body, aftermarket neck, Van Zandt pickups) detuned a half stop ala Stevie Ray, with great results, but the tension starts to hurt my wrists after awhile too. Daddario, I think, makes a .095 string that I'd like to try on my Silver Stars.
I have a bunch of Martin Performance SPs .011s for acoustic guitar. They have a nice snap and last fairly long. You can really notice when an acoustic string dies, whereas with electrics, you can away with duds for awhile.
I do try and buy strings locally. Yes, you spend a bit more, but it helps the local shopkeepers pay their electric bills. It's tempting when catalogs offer a dozen sets for $20 (they're the really cheap ones, mind you) but Musician's Friend and other megastores are finishing off what's left of the mom and pop places.
Tokai apparently sells strings in Japan. Anybody tried those?