My favorite bra is a Sugoi one (well accually I have two that are identical). Keeps you dry, gives me support, and looks good when you take your shirt off. What more could you want.
I have always found that the biggest problems I've had with sport bras is finding ones that wick moisture and work for larger busted women. I'm a 36D, and I havn't found it too hard to get a bra, but I've heard of some women who've had some real issues with it. Of course I have to settle for the uniboob and the inbetween the brest sweat, but those are small issues when you need that support.
han-grrl my two choices for bras would be from Sugoi and from Patagonia. But there are tons of great bras out there, and I've heard great things about a lot of different bras.
Pooh - I don't think that I'll ever find me a sports bra that works for me that is that cheap.