Dont really have a fave brand; as long as they arent the usual store kind that you'd find in a Walmart or Target with the flimsy covers, I'm good. I usually try to get ones with a hard cover and spiral spine so that I can fully turn pages and draw on both sides of the paper(mostly from art supply stores):
Not this exact brand, but similar...
Back in the day I used to draw & sketch on public transportation and I had a sketchbook with the glued spine- not only was it a challenge having the book open during crowded periods but then I also had to contend with people staring down my work and asking me a million questions while I just wanted to get in my zone(with music/earbuds on) and draw.
Currently drawing in 2 sketchbooks- I have a 5" x 7" that I usually work in when I do ride on public transportation or when I dont want to carry the big one; it's small enough for me to stick in my bag(I always keep a couple of mechanical pencils, a non-photo blue leadholder, and Kuretake Millennium microns in my bag as well). The 2nd one is a larger one that I keep with my convention stuff- I usually scribble in it when I'm at convention/shows between sales when there are lulls.
I've never really put colored works in my sketch books; the most I'll do is scribble out sketches with colored rollerball/gel pens or col-erase colored pencils. I mainly work with mechanical pencil and the microns- plus an occasional usage from a PITT brush pen.