Around 2000 there was a change in trading laws and at least the US was flooded with very high quality cashmere at low prices. I bought from Victoria's Secret, Banana Republic and even Express- thick, fluffy soft, never pilling. Still wearing them, they look like new (except the styles are more fitted than the current fashion).
Now supply and prices are different, so I don't know what to buy, except high quality used (at my now student budget). Cashmere that is high quality, like Scottish spun, will not feel as soft when you buy it, due to its density and higher twist yarn. You will notice that it's much thicker that the stuff that pills. But, it gets softer and softer with wash and wear.
I get a little surprised at the posters that buy several inferior quality sweaters each year claiming they can't afford quality. If you get high quality on sale or ebay, it will be around the same price (or cheaper) as the bad stuff. Divided over years of wear, it will still be cheaper to buy a few high priced sweaters that continuously replacing bad quality. And they will look good many, many years.

I've had good luck with Garnet Hill

Anonymous wrote:kirkland brand (costco) cashmere from a few years ago has no pilling, but couldn't find any this year

Me too -- I bought 2 of them around 15 years ago, and they're still awesome. Anything I've bought since pills almost immediately. Any cashmere made in China pills while you're first putting it on. Sad.

Loro Piana