Citadel / Games Workshop
Citadel paints are the de-facto standard paint used by miniature hobbyists to paint their figures. They are mostly of very good quality, however they can be quite pricey. Best place to obtain them is straight off ebay as they can be obtained for much lower prices than what it costs to get them direct.
Vallejo paints are a range of paints produced by Acrylicos Vallejo, they have a stunning range of colours and they have special ranges of colours for modelling and miniature painters. For miniatures the game and model (to a lesser degree) ranges are the recommended paints to use.
Reaper Master Series
Reaper MSP (Master Series Paints) are a range of paints produced by Reaper, some people prefer them to the above paints and they provide a good quality alternative if you cannot get hold of either the above in your area.