Would need to know the 'price' first for a 'best' window company.

Windows vary from inexpensive to very expensive.

You need to consider many factors, climate, desired look, type of window (casement, fixed, single hung etc.), type of glass, coatings, fill, number of panes.

We are building at around 7000 feet in the Vail valley. We are considering Sierra Pacific, JELD-WEN, Hurd and Lincoln windows. Any comments on the quality of these windows? Any recommendations for any other suppliers? While price is always a concern, I would rather pay more now for a quality window than have to pay to replace windows down the road. Thoughts?

Go onto one of the builders or contractors forums where they discuss their experiences with the different brands.