HP is the standard (there are several varieties, including the famous "Fruity!"). My favorite used to be Lea and Perrins 'Tangy Brown' and Heinz Yorkshire Brown, but since Heinz acquired HP and shipped production off-island, they don't make either anymore, and I think there is a noticeable difference in HP now.
I do really like Branston's:
http://www.brownsauce.org/2007/04/10/br ... es-itself/
Harder to get here. One of the few brands not now owned by Heinz.