I personally use the DeWalt cutting wheels and have had good luck with them. The key for me is the let the wheel do the work and don't force it. If you start to force it too fast, you will go through the wheels quickly.
I get SAIT here locally at the metal supplier. I used those and DeWalt and several others. I have to say that CRS's advice is solid...it's hard for me not to force it particularly on 1/4" stuff because it takes so long to cut and powering thru seems like it goes faster. However,bathe cutting discs go faster and the steel just has its pace no matter how hard you press it. The magically, you're changing the disc AGAIN!
These were harbor freight...use to be 4.5" now they're just a tad larger than the lock nut
Make no mistake, there ain't no powder in this Puff ! And... I'm not really a crazy person but I play one in real life
I'm a DeWalt fanboy. Pretty much every power tool I have and all the stuff that goes with them are DeWalt. To include cutoff wheels. I'm no smoker building pro, but I know my way around metal work pretty decent. As stated above, let the wheel work. Just lay it on the metal and let the weight of the grinder do the pushing down, and the spin of the wheel do the pulling. Doing that will also help you keep a straight track.