Personally I don't much like Generations or Susatos. Of the cheaper whistles the nicest sounding I've heard has been a Sweetone (but from what Alice says above it may have been a flook?). I've tried a couple of Dixons - nice to play but too quiet for most sessions.

My friend has several Sindt whistles in assorted keys, and they're very nice, but feel a bit top-heavy to me....

My favourite at the moment is my Kerry Songbird, which has a similar head design to the Sindt but is made of aluminium and has a thicker barrel so feels better balanced to me.

The only whistle you're likely to need for a long time is a standard high D. The next one I got after that was a high C, good for playing tunes in G minor and F (and C obviously!), but a D with a few half-covered holes occasionally will take you a long way.