As with wine, it's often the smaller manufacturers who produce the more interesting stuff. I prefer the Cognacs from Delamain and Hine over those from the large houses. Everything Delamain makes is XO quality from Grande Champagne vineyards.
I am a big, BIG brandy fan. Two of my absolute favorite SPIRITS (not just brandy) of all time are the Delamain Family Reserve and Tesseron Lot 29. Of course, they are special occasion pours only. Camus and Hine make some good stuff as well as Maison Surrene. For a bigger brand name I do like Martell Cordon Bleu although it is on the drier side though, but in a good way.
These aren't technically cognac, BUT for a lighter tasting option, I like the alambic brandies by Germain Robin. In regards to VSOPs, Hine does the trick, but I normally steer away from cognac at the VSOP level and prefer rhum agricole and in that case something like Clement VSOP is a great one for the money.
OH, beofr eI forget, I recently discovered and am in love with the cognacs from Daniel Bouju. The cask strength 15 year and 40 year cognacs are amazing and very unique as most cognac is bottled at 40%. These are 60% and 50% respectively.
One final note, I have been dabbling in some Armagnac and I find the older ones much more satisfying. This is a problem as they do get pricey at those levels. The Chateau Laubade 1967 I had at a wine tasting was something special although I am still in my infancy of Armagnac research.