I prefer Polertech. The high end outdoor manufacturers use this. There is also WindPro- not very breathable but wind resistent. Patagonia has is own "pripritory" fleece. Most clothing from regular stores (such as JC Penny) will just say "fleece" 100% polyester. It can be of greatly varying thickness or quality. If you go to fabric stores they have different brands such as "Polar" fleece. The higher quality fleece for fashion clothing is made to be pill-resistent. Not that it is necessarily warmer or breaths better, but does not pill. When you buy generic fleece it is hit and miss as to quality. Some actually works out fine, others not. And athletic gear makers also will call the old fashioned cotton sweatshirt "fleece".

There is new fancy high-tech fabrics coming out every year and different fleece brand names. If you read reviews, things like pilling and breathability usually are cited in the reviews. Actual warmth is a more subjective issue. It is my preference to buy a brand name high quality item, on sale, rather than an originally cheap item. You are better off sticking with clothing made for outdoor use, not fashion stuff.