There are two materials that can be used to make limewater (kalkwasser). Well, three, but calcium metal will likely cause a fire and is incredibly expensive.
The two are calcium oxide (CaO) and calcium hydroxide (Ca(OH)2). Calcium oxide is just dehydrated calcium hydroxide.
By weight, calcium oxide is more potent, but both make the same limewater if you add appropriate amounts. At saturation, the limewater is the same potency. I've used both and there's no difference except the CaO gets hot if you add it to a small amount of water.
As to brands, the only difference is likely to be the impurities present, and possibly the particle size (impacts dissolution rate, how it swirls in a reactor, etc.).
i do not know of any evidence that suggests any brand is any better than any other, but I'd use only food grades or pharmaceutical grades (or wateer treatment grade) as those are relatively inexpensive anyway. Pickling lime is a good grade calcium hydroxide and is just fine.
I discuss all of these issues and more here:
What Your Grandmother Never Told You About Lime by Randy Holmes-Farley - Reefkeeping.com
http://reefkeeping.com/issues/2005-01/rhf/index.htm