I first started off using Tamiya Arcylics and they did wonders for my figures, tanks, accessories, etc... Soon I came to realize they actually left brush streaks or dried just too quickly allowing the paint to get so called "rubbed" off when another coat of of paint is added.
I then changed to Vallejo Arcylics and they worked just as well, if not better than the Tamiya Arcylics. However, the Vallejo paints that I got from my hobby shop were sold in very small bottles. Not suitable for air brushing due to its minimal contents and high cost. The owner then introduced me to Mr Color hobby paints (I don't know what it's called in Europe but here it's called Mr Color paints... laquer based).
Not forgetting oil based paints for the extra highlighting for the figures.
Anssi, it really depends on what type of paints actually suit your style. For me, Arcylics for figures, Laquer based paints for air brusing tanks, Oil paints for the extra high lights.
BTW... welcome to Armorama and hope these helps ..