Earl Grey tea is a popular flavored tea made by combining a strong black tea with oil of bergamot. Earl Grey, named after a former prime minister of the UK, is a popular British-style tea that has remained popular in the U.S.
Tea Bags or Loose-Leaf?
In the U.S., an overwhelming majority of the tea people brew is from tea bags. I think this is a shame for several reasons. Loose-leaf tea offers both superior flavor, due both to freshness and to the fact that loose-leaf tea often comes with larger, less broken pieces of leaf. But loose-leaf tea is also cheaper, per cup, because you are paying less for packaging. Many supermarkets in the U.S. sell Twinings Earl Grey in loose-leaf form, but if you don't find any loose teas in your local stores, don't despair--there are great places to buy loose tea online.
Which brand or company to buy from?
If you're buying from a mainstream supermarket, you will likely see brands like Twinings, Bigelow, Stash, Lipton, and if you're lucky, a few higher-end brands like Numi, Two Leaves and a Bud, Harney & Sons, or Tazo. Among the more widely-available brands, I find Twinings to be the mellower of the commercial Earl Grey teas. Stash and Bigelow are both a bit brighter and cooler. My personal favorite of the brands available in supermarket, for Earl Grey, is Numi; their aged Earl grey is pricier than other brands, but is quite exquisite for a tea bag, and is also organic and fair trade certified.
There are countless companies to order loose-leaf Earl Grey from; if you do, I recommend ordering from a tea company focusing on black teas or British-style teas. Harney & Sons has some excellent loose-leaf Earl Grey. My favorite company overall for black teas is Upton Tea Imports, and they would be a good choice, although my favorite teas from them are pure (unflavored) teas.
Other (non-Black) Earl Grey Teas
When Earl Grey is specified without any other qualifiers, it usually means the black tea. However, other teas, and even herbal teas, can be used as a base as well. One of my favorite non-black Earl Grey variants was a green Earl Grey sold by Hyson, using Ceylon green tea as the base. I have been less impressed with "Earl White", using white tea with bergamot--bergamot is a very strong flavor which, in my opinion, overpowers the delicate aroma of white tea. For people who want caffeine-free Earl Grey but without the lost flavor of the decaffeination process, there are several companies, including Adagio Tea, Arbor Teas, Rishi Tea, Simpson & Vail, and others, selling Earl Grey rooibos, which is just red rooibos scented with oil of bergamot.
Final Buying Tips:
The last tip I can give you is to try different Earl Grey teas for yourself. I would especially urge you to explore loose-leaf teas, as they offer both superior quality and superior value. If you want to read (or share your own reviews) of Earl Grey, you can find numerous Earl Grey tea reviews on RateTea, a site I designed and maintain. I have personally reviewed 24 Earl Greys using a standard black base tea, and more if you count green, white, and herbal variants.