Well, if you want to be sure to get a good one, the choice is easy, go with the brands that are known to be good!
Adorama is as good a place as any to buy, I think 2 of the most popular brands are Hoya, and B+W filters. “Good” also means expensive, be prepared to spend anywhere from $60-$150 for a good one. I’ve heard it recommended that you buy one that’s a size or two too large and use a step down filter to make it the size that you need. I think the reasoning is so that if you ever buy a lens with a larger diameter, you’ll already have a CPL that fits, instead of having to spend another $100 for one. Plus, if you buy it too large, you shouldn’t have to worry about vignetting, which really shouldn’t be an issue unless it’s an extremely wide-angle lens, (in which case, you’ll want to be careful about even using a CPL…) That whole article is a good read on filters for film and digital cameras.
I don’t really have any recommendations for cheaper filters, I don’t know of any that I can recommend. The only one that I have bought myself was a cheap Sunpak CPL from Walmart! I got a couple of higher end ones in a kit along with my DSLR, but I think about the only time I used them was to photograph the solar eclipse a few months ago.