I use a Pendleton, which I like, but it's nothing crazy or luxurious. I like it for it's heritage though, as corny as that sounds. Also use a Swiss Army blanket in the living room, although that's admittedly a bit hipstery. Original ones go on eBay for $100+, but you can get good repros for $25 (also on eBay).
Sierra Trading Post has Fairbault Woolen Mills and Johnstons of Elgin. Stock for the second is a little low, but they have lots of the first. You can knock ~35% off the listed price using one of their DealFlyer coupons. They also sometimes post coupons on their Facebook page. I bought a Johnstons one many years ago when I was in Moscow. I didn't have my Pendleton with me at the time, and I don't have the Johnstons now, but from memory, I think the Johnstons felt a little nicer.
Slowdown Joe has a bunch of blankets from the Scottish mill Lovat. Prob of interest to no one on this side of the board, but Lovat is the mill where most of London Lounge's Cloth Club tweeds are woven. They charge something like $150 a meter, which is crazy, but that's another story. The blankets (and regular stock Lovat tweeds) don't cost as much.
Haven has W+H fleece blankets on sale (although, I hate the feeling of fleece against bare skin).
Hudson Bay has a bunch of heritage-y looking blankets. If you buy it from LL Bean, you can return it any time if you're not satisfied with it. Kind of a nice policy.
Elder Statesman has a bunch of crazy, crazy priced blankets in the four-figure range. No idea what they're like.
I also like some Ralph Lauren Home stuff, but I imagine that's not to the taste of a lot of people on this board. FWIW, they have a bunch of blankets on sale.
Adding a few more that just came to mind:
Woolrich: Another heritagey label
Great English Outdoors: They sell all sorts of cool UK-made things here, including some Welsh blankets
Fox Flannels: Probably very soft. I have some clothes made from their fabrics and they arguably make the best woolen flannels in the world.
Amana Woolen Mills: American mill. Very affordable, but also very itchy.
Green Grove Weavers: No experience, but I like the large herringbone. Looks cozy.
Edited by dieworkwear - 1/12/15 at 8:17pm