Depends on your protein, I would look at EMD Millipore and New England Biolabs E. coli strains for pET based plasmids (it used to be tricky to find them on the NEB website, so you may also want to call their tech support). Clonetech is another good choice, but again it depends on your protein (soluble, inclusion bodies) and if it has been seq. optimized for E. coli to name a couple of the many factors that need to be taken into account. Here is a pET manual that is very detailed, strongly recommend reading it (attached).
I agree with Gary - for the process of selecting and screening your cloning inserts or long-term storage/maintenance of your pET construct, either DH5α or is XL1-blue would be fine. However, for efficient expression you will likely need a specialized strain of E. coli. I have had good success with BL21(DE3) but depending on your protein you may need a strain adapted to transcripts with different codon usage prevalence than found in E. coli or a strain more tolerant of inclusion bodies. In any case, if you want to take advantage of the T7 promoter in the pET vector, you will need the IPTG-inducible T7 polymerase encoded from the (DE3) lysogen (i.e. plain old BL21 E. coli won't work - you need BL21(DE3)). The pET System Manual can help you decide if you can use the standard BL21(DE3) for expression or if you need something more exotic. Good luck!