I use the following brand of pastels, Mungyo Artist's Extra Soft 72 pastel box (right, approx. $1/pastel), and Sennelier 50 pastel box (left, approx. $2/pastel). However there are lot of choice in pastels out there. Below, I discuss why I chose these pastels and what to look for in oil pastels.
There really is no one good pastel. However, on a broader range, there are good and bad pastels. The first and foremost and probably the most important is an oil pastel must not leave crumbs and must be creamy to apply and easy to blend. From brand to brand the creaminess of application and the softness can vary. As a rule of thumb, if you are new to oil pastels and plan to just give it a try, I would recommend you get a small pack of the really best quality pastels, why? cause choosing your oil pastels can literally make or break your spirit. When I started I bought a pack of Faber Castell pastels and was so disappointed when I used them almost immediately. It was hard to blend was not creamy on the surface and felt more like a crayon. After reading tons of reviews, I then pitched in for a box of Sennelier oil pastels. It was supposed to be the softest and creamiest of all oil pastels. Well, they also created the first professional oil pastels for Picasso so you couldn't go too wrong. Now these pastels do not come cheap and for someone wanting to just try them I would suggest that you get a 10 piece set or by individual pastel sticks in the colors of your choice in loose. I got the 50 piece box set and these were just amazing! The texture is that of painting with lipstick. They blend with each other like a dream and I have never seen anyone who has tried this not like it. These are also very soft so appliying firm pressure can break them easily. However, in large pastel works you can also use a lot of these pastels quickly so I was on lookout for a cheaper alternative. Again, after an extensive search I found Mungyo's Artist's Soft Pastels. Do not confuse this with the Mungyo oil pastels which is a student grade version. These are almost as soft as the Senneliers but a bit more affordable. It is also the second softest pastel in the market after Sennelier. I use this extensively for preliminary layers and then use the Sennelier over this. I do not plan to try any other pastels in the market for now. But there are tons of other brands available. Some of the professional grade pastels listed below are very creamy but are on the harder side compared to Sennelier.
Caran'D ache Neopastel (Swiss)
Sakura Cray Pass Specialist (Japanese)
Holbein Oil pastels (Japanese)
Erengi Art Aspirer pastel (China)
I suggest you look at different websites to find the lowest rate for the particular product you want. Choose a good set of pastels and you will clearly feel the difference painting with them.