Certificate wise we've completely switched to StartSSL.com for all our SSL and code signing needs, because their (to the best of my knowledge) still unique approach to validation and certificates allows for considerably lower prices (~50 USD for 2 years, unlimited certificates) and much increased flexibility: see my answer on Pro Webmasters for some pros and cons regarding their approach in general and SSL certificates in particular.
For quite some time now they do offer code signing certificates for use with Authenticode as well, albeit still labeled as beta - we are using these successfully for ClickOnce deployed applications at several customer sites without any problems. The one thing that definitely seems to be beta quality still is their time stamping server though, which is not responsive at all times, but simply replacing it with one of another vendor worked flawless so far. While their documentation SSL wise is okay, the one for code signing is definitely very weak still (close to non existing), consequently we had to dig out most information from the forums or generic advise elsewhere.
If pricing and flexibility with certificates are your major concerns I think you won't regret to give their offerings a try; if on the other hand thorough documentation and an established process and customer base for code signing in particular are more important to you, this comparably small and distinct vendor won't fill your needs (I've personally never been happy with the respective offerings of larger and/or more expensive vendors either though).
Update:
Just realized that the related question linked by Kate Gregory already features an answer recommending StartSSL as well, so you might cross check the mentioned topics within this thread indeed.