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I've heard that the standard craft brushes, which you can buy cheaply for school supplies or children, are rather terrible for advanced art.
There are much more expensive brushes, but I don't know where to begin evaluating them outside of the price.
What are the different materials they use, and what benefits and issues do these materials have when it comes to painting?
I did a bit of research into this and found that there are two main kinds of paintbrush bristles: natural (usually made from animal hair) and synthetic (usually made from some combination of nylon and polyester). Each of these has its own advantages and disadvantages according to what kind of paint you're using. The TL;DR is that natural bristles are better for oil-based paint while synthetic bristles are better for water-based or latex paint. For more details, see this page. As a bonus, it also gives some information on the shape as well as the material of paintbrush bristles:
Bristle Shape: Most paintbrushes available today are square-cut brushes. They're perfect for holding and laying paint onto virtually any surface. However, square-cut brushes don't provide as much control when painting into corners, up to adjacent surfaces, or along narrow edges or surfaces. For more precise control, use a sash brush, which has its bristles cut at a slight angle. Sash brushes are particularly well-suited for cutting in around the perimeter of a room.
Bristle Tips: Better quality brushes have bristles with flagged, or split, ends. Flagged bristles hold more paint and spread paint more smoothly. Some brushes, especially sash brushes, have tipped ends, which should not be confused with flagged ends. Tipped brushes come to a point; they're not cut flat and straight, as is a standard brush.
Professional painters favor tipped brushes because they provide greater control and allow you to apply paint more precisely.
This list goes into more detail on the usages of synthetic and various types of natural bristles, although it doesn't distinguish between different types of synthetic material:
Badger
For blending oil paint on canvas, Badger Hair is an age-old tradtion. It comes from various parts of the world and is more readily available than most animal hair, although the quality varies greatly. Badger hair is thickest at the point, and relatively thin at the root, so it has a distinctive "bushy" appearance.
MEDIA: oil
Camel Hair
Camel Hair does not come from camels at all. It is found in watercolor and lettering brushes and usually is made of squirrel, goat, ox, pony or a blend of several hairs, depending on the desired softness and intended cost of the brush.
MEDIA: lettering, tempera, watercolor
Hog Bristle
Hog Bristle is obtained from hogs in several parts of the world, the most sought after coming from China. Bristle is unlike any other natural filler in that it forms a V-shaped split or "flag" at the tip and tends to have a natural curve. A brush with "interlocked" bristles, with the curves formed inward to the ferrule, has a natural resistance to fraying and spreads medium to thick paints smoothly and evenly. A selection of pure hog bristle brushes is recommended for oil and acrylic painting, and is a far less expensive alternative to good-quality softer hairs.
MEDIA: acrylic, oil
Kevrin/Mongoose Hair
Kevrin/Mongoose Hair is strong, resilient, and makes a good long-wearing, medium to professional quality brush for oil and acrylic painting.
MEDIA: acrylic, oil
Kolinsky Sable
Kolinsky Sable is not really from a sable at all, but comes from the tail of a species of mink that is a member of the weasel family found in Siberia and northeastern China. It is generally conceded to be the best material for oil and watercolor brushes due to its strength, spring and ability to retain its shape ("snap"). It holds a very fine point or edge. This is considered a professional grade of hair, and if properly cared for, Kolinsky will last for many years.
MEDIA, oil, watercolor
Ox Hair
The best quality comes from the ears of cattle or oxen. The Ox Hair has a very strong body with silken texture, is very resilient, has good "snap", but lacks a fine tip. Therefore, it is most useful in medium gradewash brushes, or flat shaped brushes. Frequently, ox hair is blended with other natural hair to increase the resiliency of a brush.
MEDIA: lettering, watercolor
Pony Hair
Pony Hair is soft but strong, from mature animals at least 2 years of age. It is primarily used for scholastic grade brushes, but often blended with other hairs for inexpensive watercolor and touch-up brushes.
MEDIA: acrylic, scholastic, tempera, watercolor
Red Sable
Red Sable is obtained from any member of the weasel family with "red" hair, not at all from the animal known as the sable. It is found in a variety of brush styles for many varied mediums, with quality and characteristics varying greatly. A good quality pure Red Sable is a good alternative to the more expensive Kolinsky, with similar performance and durability. Often, weasel hair is blended with ox hair to make a more economical brush, but the fine point is sacrificed.
MEDIA: oil, watercolor
Sabeline
Sabeline is actually select, light-colored ox hair dyed to resembled red sable. Lettering and watercolor brushes often use Sabeline mixed with Sable to lower the cost of a brush.
MEDIA: lettering, watercolor
Squirrel
Gray Squirrel (Talayoutky), most highly in demand for lettering brushes and quills, is native to Russia and nearly always fell in short supply. Brown squirrel (Kazan) is more readily available, and is used mainly for medium quality and scholastic watercolor brushes. A very fine, thin hair, taken from squirrel tails, it points as well as Kolinsky, but has very little "snap" because the hair is not very resilient. It works best with liquid paints and inks.
MEDIA: lettering, watercolor
Synthetic
Synthetics are man-made of either nylon or polyester filaments. They can be tapered, tipped, flagged, abraded or etched to increase color carrying ability. Often, synthetic filaments are dyed and baked to make them softer and more absorbent. The common name for this filament is "Taklon". Advantages of synthetic brushes are: 1) They are less prone to damage from solvents, insects or paints. 2) They are easier to keep clean than animal hair brushes because the filaments don't have animal scale structures to trap paint. 3) They are less prone to breakage and are durable on many different surfaces. 4) They are better suited for painting with acrylics because a synthetic filament will withstand the caustic nature of acrylic paints with less damage.
MEDIA: all
Finally, this list goes into even greater detail on a huge variety of types of bristle, falling into four main families: animal hair, vegetable fibre, synthetic, and wire brush. Within each of these families, several different materials are described and compared. It's too long to copy it all here, but should be useful as further reading if the above isn't detailed enough.
Traditionally soft brushes have been quirrel (targeted at children/schools) and sable. For watercolor-like techniques squirrel is terrible as it does not retain its form when wet, unlike sable, which forms a nice point and remains more or less straight. The main disadvantage of sable is its price.
Even cheap modern synthetic soft brushes are much better than squirrel and the best are very good. Also, they are usually much cheaper than sable.
As a recommendation I will say avoid squirrel (these days often seen in multi-brush packs originating in the far east). Most synthetic brushes (even "craft" brushes) are satisfactory. The retailer might let you try dipping the brush in water to make sure it springs back into shape after painting some of the water onto a surface, and that it points properly.
For oil-like techniques bristle has been the traditional material for stiff brushes, and as far as I am aware still is. For soft brushes I would suggest log handles synthetics.
Cheap brushes mostly shed hair on your painting and lose shape and become useless very quickly.
This is mostly due to cheap hair, bad assembly, poor glue. the other factors are users' abuse and medium and cleaning agents effect.
A good quality brush that is handled correctly, cleaned and stored properly lasts for life...for cheap bruses i have seen some, even some cheap red sables, disintegrate after a single use.
Until your skill level warants using $50 plus sable brushes, buy synthetics. Even synthetics have a greet range of quality and price.
For good brushes generaly avoid cheap chinese hog, cheap poney and cheap synthetics.
As a rule of thumbs, the price of a brush should be related to a tube of paints you use.
For instance to get a genneral idea relatively in euros, £, or in $
So when you see supermarket brushes at $1 for 3 brushes pack, or $4 chinese hog bristles 12 set...run away and paint with your fingers.
That being said there are some exeption, some cheap synthetics can sometimes be quite good.
