It depends on your paint style.
If you're going for getting the job done in three or four coats, you want to go Privateer press' P3 line. Their liquid primer and lots of it means you'll get excellent (almost too much) coverage at anything less than 1:10 paint:water. The colors are fairly varied, my only complaint is that the browns are all abit too similar for my tastes. Also, their metallics are infamous for not getting "it" right. For the same reasons, they make great washes (add a bit of Matte medium)
If you don't mind doing ten to twelve layers for most work, go with Reaper master series paints (RMS). They have a bit less coverage than the P3's, so they thin down with a lot less fiddling. Also, the color range is ridiculously large; almost too much to keep track of, but they have what you need (and then some). Also, they make nice paint-on primers if you're into that sort of thing.
My long time (pre-RMS) favorite would be Vallejo Game Color. Nice selection of colors, excellent metallics, not too fiddly on thinning (like RMS). If you have used GW paints in the past, they have a very similar color selection, only with better paints. (Check out their website for VGC=GW chart.)
My current selection looks like this:
VGC 5 metallics, 4 tones
RMS 7 tones, 2 primers
P3 24 tones
various Liquitex additives
I plan on moving more towards RMS and VGC and using the p3's as more of a basecoat (did i mention they have ridiculous coverage?) and washing. I have also read many recommendations for Vallejo'd Model Color line for metallics, although i have no direct experience.