What type of BMX are you planning to ride?
If you want to race bmx (actually, this is real bmx, or bicycle moto cross) then you should look at brands sold at BIKE SHOPS such as Diamondback, GT, and Free Agent. The models from Mongoose that are sold in BIKE SHOPS (not at Walmart or other department stores) are pretty good too.
If you want to JUMP I would strongly recommend that you stick with either Free Agent or Diamondback. Again, you should only consider models sold at BIKE SHOPS.
If you want to do stunts in the STREET style the answer won’t be much different- find one sold at a BIKE SHOP.
One thing you shout never do is go cheap train how you fight. A good online site ive been useing for a while is called Bmx Bikes, Bmx Parts, Bmx Clothing, Bmx Shoes and Bmx Accessories! and i trust them they have most of the good brands if not all.