It really depends on the texture of your hair. My hair is thick and kind of a medium-coarse, so it tends to dry out very easily. On the other hand, my mom's is very thin and fine, so she doesn't have issues with dryness but more with it getting weighed down. I was told by a hairstylist and read in magazines and whatnot that pantene is the worst because it contains panthenol (like many other common brands of shampoo) which coats the hair to make it shiny, but doesn't actually treat the problem. I think it also makes it difficult for the natural oils to penetrate your hair, resulting in poor hair condition in the long run.
I try to use more natural hair products, and occasionally I'll use Dove. My favorite is Organix Moroccan Argan Oil - it makes my hair really soft and shiny.
Kiss My Face Whenever shampoo and conditioner is raved about by people that like natural products, but for me it seems to dry out my hair. They say that when you go more natural it takes about a week or so for your hair to look nice because your hair is so used to chemicals. I think that may be the issue and I didn't make it beyond a week!
My hairstylist friend recommended Tigi Bedhead but I've had yet to try it because it's pretty pricey.