Depending on how much you want to spend, you have several options. If you're looking for something mid-range and affordable, brands like Drops or Scheepjes offer good value for money. Drops yarn is pretty soft, holds up well to knitting, and you'll find a huge variety of colors. For something a bit more premium but without breaking the bank, Katia is another solid option: their skeins last and knit beautifully. If you want to invest more, Merino de Araucania or Nordic yarns like Isager are pricey but the results are noticeably better - softer and with better drape.
What would really make a difference is trying yarns that are 100% or almost pure natural fiber instead of acrylics. After three months you'll already notice the difference: natural yarn breathes better, stretches less over time, and it's much more pleasant to work with needles. Plus, some of the pricier skeins go further because the fiber is finer, so you're not spending as much as it seems.
My advice is to grab one skein from a brand that caught your eye and knit something small before buying five of the same kind. Everyone has different preferences: some people love elasticity, others want something stiffer. And if you see specialized knitting shops in your area, the staff usually give good recommendations depending on what kind of projects you do.