They distribute a wide range of components, with most elements being interchangeable and compatible with other elements, making it easier to develop fertile optical systems.
Depending on what you are hoping to build, its also worth noting that Thorlabs control units can be easily integrated into a computer control system using software like LabView.
Their customer service and support are also very good.
You also might want to consider linos/qioptiq, radiant dyes and newport. These three generally have quite high quality products but for a larger price. Most will also make custom optomechanics for you if you absolutely need it but again will charge for the service.
For some items one manufacturer will be very much better but of course they usually have designed their components to be incompatible wherever possible (mostly in terms of their 'cage' systems). So be very careful when mixing components that must mate together.