Oil paints and mediums, what I have learned.

Here's my experience from going to get "real" oils a few weeks ago. Hope it is helpful.

I went to Blick's art supply a couple weeks ago because I needed to get myself some "real" oil paints now that I'm moving up and trying to be a real artist... hah   By "real" oil paints, I mean more expensive, higher quality, than say, Winton or some other student grade stuff from Hobby Lobby. I mean, as far as I new they worked just fine, but I figured there was a reason why professional artists didn't use the low grade stuff.
Basically, what I learned was that the more expensive paint has more pigment in it and has a better, creamier consistency. 
I have always used a small palette- basically ultramarine and prussian blues (also experiment with cobalt and cerulean), yellow ochre, burnt sienna, cad yellow, cad red, alizarin crimson, sometimes orange and raw umber and sap green, and of course titanium white.
But I had been reading Color and Light by James Gurney, AWESOME BOOK, and he was talking about other pigments you kind of should/could have, and I thought YA! cause certain pigments make colors that certain other pigments can't!
A small palette works fine, and is good especially when you're learning and starting off, but I am enjoying the new colors I can mix with some new pigments that I got.
What brand to choose?
So anyway, when I got to the big art store and saw like 10 brands of oils I realized I had no idea about paint. (Why didn't they teach us this stuff in college? guess they wanted us to go to grad school.) Some brands had certain pigments that I wanted, while other brands didn't. Some were a little more expensive, while some were handmade and wayyyy too expensive like you've got to be kidding me.
So I started asking the people who worked there, and they actually were painters and knew what was up with paint! Score! So basically, a lot of them are good... Winsor and Newton is good, but Gamblin is a little cheaper and probably just as good. Winsor and Newton was the only one that I could find Pyrrole Red in, and that is also the only "real" oil paint that Hobby Lobby carries as I later realized.
BUT  Grumbacher Pre-tested is great too, and decent price :) A lot of artist like that paint, and I later realized that I had some of this at home somehow in a Thalo red rose that I love.
White: Soft formula and Transparent
Grumbacher has big tubes of Titanium White SOFT FORMULA. If you don't have Titanium white soft formula go get some! It will make your life so much easier. Have you ever realized how hard that paint is?  Also I learned about mixing white, or translucent white, i.e. zinc or flake white, both of which are toxic! gasp! But there is a synthetic! The only brand we could find the transparent white (the fake non-toxic stuff) in was Rembrandt, and I have been using this stuff like crazy! It doesn't dull your colors and make them super cool, it's just amazing. So definitely get some of that too. 
My Favorite: M. Graham
And here is my favorite I think....  M. Graham. Made with Walnut oil, which is non-toxic unlike some of the other oils and stuff that they make paints with. Back in college I had learned of walnut oil from a friend in my class who had learned about it from her fiance who was getting his MFA. So, instead of using Liquin or linseed oil or whatever for my medium (which honestly I never used a medium until after college, another thing we weren't taught much about) I use walnut oil.
Walnut Oil instead of Mineral Spirits
And here's the coolest thing about this. You can clean your brushes in walnut oil and not have to use mineral spirits! I have an extremely tiny studio space, like 12x5 but even less floor space, and next to no ventilation especially in winter, so this is awesome for me. No more wooziness and cancer. Heck ya. The nice lady at Blick's taught me about this, and it is working awesome, and I love the M. Graham paints.  So basically I have a mix of all of these brands and I like the consistency/feel of them all so far. Each small tube was between $9 and $14. I didn't get any of the more expensive pigments. It is so worth the money though.
So go get some good paint! This good stuff is so much more creamy and awesome. And get some Walnut oil and seal up those mineral spirits.
These are the new paints that I purchased.
Dioxazine Purple
Quinacridone Violet
Manganese Blue (this one is just cool)
Pyrrole Red
Lemon Yellow
Pthalo Green?
Sap Green
Titanium White soft formula
Transparent white
I can't wait to replace all my paints with these nicer paints.