Tamiya was the high standard in plastic figures for many years, and they still have many good sets. Dragon keeps getting better and a few years ago they applied their "slide molding" technology to model figures. This lets them do great detail with undercuts and deep detail. On the down side the DML "Gen 2" figures with slide molding are rather complex for a beginner. For instance on a sample figure you might have head - front and back halves, helmet, torso, arms, legs, sometimes a leg may be in parts. The ammo pouches are seperate and some weapons are in several parts. Add bayonets, grenades, etc. They aren't bad, but they aren't for the faint of heart.
I am assuming that you are speaking about the 1:35 market. DEpending on what subject you want, there are not only Tamiya and DML but Masterbox, a new producer that is doing great action poses, Tristar (mixed quality) and others. There is also a WIDE variety of resin figures, many of which are works of art in themselves.
If you are a beginner, I might suggest doing a set or two of Tamiya figures, then move into the DMLs.
Gary B.