Sigma's EX Series are good. Tamron's SP series are good. Ex stands for EXcellence, SP for Super Performance. Tokina is under the umbrella of THK, which is Tokina-Hoya-Kenko; Hoya bought the Pentax brand less than two years ago, and Pentax has been bleeding money badly. Tokina has made some very good zooms in the super-wide range, and also has a great 100mm f/2.8 macro lens that has received rave reviews.
All third party lenses are not created equal. The EX and SP lines are the best their respective makers offer--they also offer consumer-grade stuff that is very low priced,and not as good optically or mechanically as their high-end stuff. In areas like macro lenses, Sigma's EX macros (70,105,150,and 180mm models) offer outstanding values. Tamron's 90mm macro lenses have been refined for around 30 years and have had cult-like followings for years. Sigma and Tokina as I said, have done great with very wide lenses in the 12-24, 15-30, 10-20 type ranges, with many happy customers.
Tokina and Pentax (SAME PARENT COMPANY!) offer the only current fisheye zoom, the 11-17mm, which is a unique selling proposition no other maker offers. Not a rectilinear wide zoom, but a fisheye zoom!
3rd party lenses cost less than camera-maker lenses, but also have lower resale value. I own a handful of 3rd party lenses. As itznfb mentions, the Nikkor 24-70mm f/2.8 is an outstanding lens, it truly is. I saw one 3-way comparison of the Nikkor, Canon, and Sigma EX 24-70mm f/2.8 lenses and ALL were shot on the SAME,exact camera body, a high-resolution Canon, using an adapter ring to mount the Nikon mount lens onto the Canon body. The Nikon lens beat the Canon on center resolution, corner resolution, and on lower levels of chromatic aberration, at both wide and long focal lengths. The Sigma finished in third place overall, the Canon in second place. The thing is, the Nikon and Canon are in the $1800 price class, the Sigma 24-70 E is around half of that cost, for 85% of the resolution and optical quality.
Tamron's 28-75 f/2.8 AF-SP is a truly outstanding example of a plastic- HEAVY,and therefore lightweight, affordable zoom lens. A good sample of the 28-75 Tamron can deliver 90 percent of the optical quality of a similar Canon or Nikon zoom, but with much lighter build quality. The Tamron 90mm macro and 28-75/2.8 are their two "cult following" lenses. Sigma's 70mm 2.8 EX and 150/2.8 EX macroS are their "cult following" lenses--they are beautiful lenses that deliver superb images.