I would just keep things as simple as possible. Use winchester or remington brass because its readily available everywhere. Segregate the brass by headstamp- there will likely be differences in the same load in two diffferent brands of brass. If you want really good brass, buy Lapua. The price is steep, but if you want the best accuracy, its worth it.
As far as brass failure, the most common that I've had is split necks, I don't have a picture handy, but it will be obvious to you when you see a split neck.
I've had a casehead blowout/failure once. Its spectacular to the point that I'm suprised I didn't poop my pants. It took me a few months before I could pick that gun up again and shoot it because of fear. This particular rupture happened in a 9mm pistol round in a beretta 92fs, it blew the trigger bar out of the frame and peeled back the right grip leaving my hand stinging, I was also hit in the face with hot bits of brass and burning powder. Fortunately this wasn't one of my reloads, but was 'remanufactured' ammo that commonly found in my area- probably made by some hack with an automated press that let a double charge through the system.[:@]NEVER USE SOMEONE ELSE'S RELOADS IN YOUR GUNS AND NEVER BUY REMANUFACTURED AMMUNITION- YOUR GUN NOT TO MENTION YOUR EYES AND LIMBS ARE FAR MORE VALUABLE THAN THE DOLLAR OR TWO THAT YOU WILL SAVE!