Life's too short for cheap aluminum foil or plastic wrap. Chintzy foil results in tears....always buy the heavy duty stuff...I prefer Reynolds Wrap. I also prefer Saran Wrap because it sticks to most everything and is thick. But the best reason to buy name brand wraps is the box locks.
See the tab on the end of the box? If you push it in, it will hold the roll in the box so it won't go flying out of the box when you try to pull it out. Check out your favorite brand and see if it has box locks before you buy it again.