Brands don't mean much when you're talking about hay. Hay is hay is hay, and any company that markets it in pet stores, Walmarts, Targets, etc, just buys hay from some farmer and packages it under their "brand."
What you want is a good quality long strand grass hay, like timothy, blue grass, meadow grass, or orchard grass. The absolute cheapest buy it is to find a local farmer and buy some. Even if you have a buy a bale and donate much of it, it's still the cheapest way.
If you don't have a local farmer, the next cheapest way to get get hay is to order in bulk online from some place like Small Pet Select, American Pet Diner, or KMS Hayloft. The more you buy, the cheaper it is per pound. And it's usually very good hay.
The most expensive, and poorest quality hay, is what you buy in bags at pet stores, Walmarts, etc. Just don't, if you don't have to.