I use several different types of blades, depending on what I am using them for. I did try various blades of various brands over the years, but these are the ones that I liked the most and I've been using lately.
Rigid blades: for general cutting, like trimming edges, especially when applying
a backing on a pendant or necklace or other pieces of jewelry, cutting for stacking, etc.
The brand of blade I use for this is the Amaco Poly Blade - and I can also recommend Donna Kato's NUblade. The Amaco is much cheaper, but I can tell you that I normally use them for at least two years before needing a new one. They are very sturdy and don't get blunt fast.
Semi-flexible blades: these I use mostly for cutting various shapes that have a rounded edge, like free-form pendants. I simply use the flexible blade of Sculpey's Super-Slicer set.
Very fine blades: these I use for slicing canes or for shaving special effects like mica shift and mokume gane.
I personally use a very interesting blade I discovered on Amazon. I had gotten it mostly for the price, it was in the beginning of my making the tutorials so I had a very restricted budget, you see. I had to wait for it to come in the mail for about 4 weeks. After that I ordered it again, just because of how good it is, even if I know I had to wait for a while for it to be shipped to the US. But it was all worth it. I have never in my life had a blade that is so fine and so beautifully sharp. Talking of which, it comes in neat little rectangular plastic boxes, careful when you take it out! It is extremely sharp!
And now comes the best part. I had talked about it to the wonderful owner of PolyClayPlay, and she managed to find and bring that blade in her store - so no more waiting for weeks. She even managed to get the same wonderful low price for it. So now you can get it from polyclayplay.com, HERE
Wavy blades - here, again, I am using the wavy blades from Sculpey's Super-Slicer set. But you can get just the wavy blades at Poly Clay Play.