Robin, I'm wondering if perhaps your real question is "how do I make a great sidecar"? For this there are two key issues to pay attention to, ingredients, and recipe. Since your question delt with an ingredient, let's deal with that first.
Brandy - Courvoisier VS (~$30) is a good choice here. You want something that still has a bit of the young character of the fruit itself, but at the same time has spent enough time in the barrel to give it some lucious roundness.
Triple Sec - Cointreau (~$40) in my mind accept no substitutes. It might seem more cost effective to go with a more budget minded product, but the difference is highly evident in the finished product.
Lemon Juice - only fresh squeezed. I like to use a juicer that squeezes the fruit itself and doesnt just ream out the pulp. This will add some of the essential oils from the skin into the juice which I think adds a little extra character.
As for the recipe, here is where it is important for your own taste buds to play a role. What you are after is a well balanced drink, that isn't too sour, nor too sweet. If you look in enough recipe books you'll see ingredient ratios all across the table. The original recipe called for equal amounts of the three ingredients, but frankly I find that to be way too tart. Sometimes this tartness can be a nice bit of refreshment at the begining of the drink, but by the time you get to the bottom you're feeling a little overpowered by it. I like to suggest that as you reach the last sip of the glass you should be wishing there were just a little more left.
For me, I have settled in on 4 parts brandy (Cognac), 2 parts Cointreau, and 1 part lemon juice as my go-to recipe. I also avoid the common sugared rim, since I find that it just leaves my fingers all sticky.