No particular brand sings out to me more than others -- for me, it's the lure of specific ITEMS.
I guess my sort of gateway purchase was the teal Burberry Diana mentions. Granted, it's among the lower tiered Burberry pieces (the Brit line), but it was still a lot to pay for a trench coat for someone who doesn't wear trenches often. Still, the color sang out to me and it's so classic in cut that I'll keep it and wear it forever.
Another significant splurge, and probably my most successful (in terms of CPW), is my IRO blue leather moto jacket. Again, I think it has enough longevity that I'll wear it until it falls apart.
The Valentino Rockstuds were another biggie. I am a little worried that they'll look "so 2010" in another 5-10 years, but in a way I really don't care because they are a great solution for a dressed-up shoe for someone who loves studs and a little bit of refined rocker edge. They are so comfortable they will be my go-to dressy shoe for some time to come. I'm praying they remain sort of classic rock-chic rather than end up looking hopelessly dated a few years from now.
I blundered a few years ago with a splurge on some Jimmy Choo peep-toe pumps. They were worn twice, killed my feet, and I sold them on eBay. I've made some similar mistakes with high-end purchases, but mostly dresses (DVF, etc.) that I then "grew out of" when I gained weight back.
So these days my splurges (which are becoming fewer and further between anyway) in high-end items are most likely to remain footwear and jackets, and maybe a bag. Jackets seem to fit me fine within a 10-lb weight gain or loss, and of course shoes always fit. I don't care what the label is, as long as it's a fab piece that I love that fits my body and my style well.