-Assuming you're in the UK, I'd like to draw your attention to the Folio Society - granted, their selection is very limited, but their titles are a joy to behold - proper, heavy paper, sewn spines, commissioned illustrations...
- Many university presses, especially if you've heard of the university.
- Library of America for works by American authors in English. They're dense (bible-type paper, usually 2+ novels per volume) but more readable than a lot of editions that go for density (think all those unreadable, useless single-volume Shakespeares out there for comparison). Very well made. Bibliothèque de la Pléiade is the French equivalent of this, in purpose and in form, if you read French.
- Limited Editions Club and Heritage Press, which reprinted LEC books in somewhat lower quality (and usually somewhat smaller, too). HP can be hit-or-miss—watch out for any with (faux) leather on the binding. All the cloth-bound stuff is great. Often have great illustrations and such included. Big, heavy, Serious Business editions for your Serious Business books. Their epics feel epic.
- Modern Library and Everyman are pretty OK. I especially like Everyman's little poets series, for nice single smallish volumes dedicated to individual poets that are a little easier to actually pick up and read through than some of the huge, more comprehensive collections out there. You've gotta watch translations from both ML and Everyman, though, as often they use older (public domain) translations for non-English works that are probably not what you'd choose, given your choice of any translation. Other times they're good, more recent ones. Just have to watch out.
- Norton Critical Editions are paperback but usually have excellent annotations and commentary. If you want something like the experience of reading a book in a course at a university and don't want extra books of commentary, lean toward these.
- Penguin Classics are paperback, but are often the only way to get a half-decent copy of all kinds of religious and mythological works—Eastern and Western—outside a handful of the most famous ones, without resorting to very expensive, very limited run academic press editions.
- Dover's like Penguin Classics but for older math and science books.
I've bought a shitload of books over the years and my advice to anyone starting out is to buy whatever you'll read. Something you don't mind abusing or writing in. Trade paperbacks are the sweet spot on this, for me, usually. Save the nice copies for books you love and for which you really want the ambiance of a nice edition. Worry more about annotations, introductions, appendices, and which translation you're dealing with than how the book looks, in most cases. For your easier genre fic or light business-related reading you're unlikely to re-read, just use an e-reader, or buy disposably-cheap used mass market paperbacks. If you love something you read there enough you want it on your shelf for re-reads and reference, you can always grab a paper copy later. That goes for other books, too—buy the LEC or LOA or some weird niche press ultra-nice goatskin-bound edition only after you already know you love a book.
If you're gonna buy paper genre fic before reading it, try to reserve most of that shelf space for short story collections (great to be able to grab off the shelf and just start reading, much nicer than in ebook format).
[EDIT] Loeb, if you read Latin or Greek or sometimes they're just the best edition of more obscure ancient works even if you don't read the original (they're all facing-page translations). Green Lion Press for very nicely-bound math books.
[EDI2] Don't, don't "collect" hardbacks of very popular books unless you re-read them all the time. You can go grab a bunch of Terry Goodkind or Stephen King hardbacks at thrift shops any day you want, for next to nothing. Don't waste space with them unless you read them all. The. Time. That's true to a lesser degree for most books—few are rare enough you can't just go find it some time later, at a reasonable price, if you pass on it today. Most aren't quite as ubiquitous and cheap as Stephen King novels, though :-)
Also, the Library of America was modeled on the French Pléiade. I don't know where in the US you can count on finding these, but they are well printed.
(I live in Norway, but have been a Folio Society regular for a decade and change, now - books published in Norwegian are rather expensive, so the premium (in the international market) price of Folio Society books is still quite comparable to that of a Norwegian hardcover release - but the comparison ends there.)