I mainly collect the Mezco One:12 Collective (http://www.mezcotoyz.com). They are made with cloth costumes and have a wide variety of accessories and alternate parts. There are only a handful out now: Dark Knight Returns Batman, DKR Mutant Leader, Judge Dredd (and a Lawmaster motorcycle), Spock, plus some variants on these ones (battle-damaged ones, different color schemes, black and white color scheme versions, etc). I absolutely love the ones I have. There are a bunch more coming out this year, including the SDCC Exclusive Armored BvS Batman and Classic Captain America figures that went up for pre-order this morning (go to the "Exclusives" part of the Mezco website to see them). I'm very excited to see what they will make in the future (a recent podcast confirmed several new licenses, including Ghostbusters and more DKR figures).
I also occasionally buy figures from the Figma, SH Figuarts, and Revoltech brands. I don't do that very often, but I do like the ones I have. I really like the Metal Gear Solid figures Revoltech and Figma have been making lately.
I take every figure I buy out of the box to pose and play with, with the exception of the TMNT Space Usagi figure. The text on the packaging makes me laugh ("I'M THE BLAST-OFF BUNNY!)
Hopefully one day Usagi Yojimbo will get an awesome action figure line of its own!






