Using Brand Name in Page titles
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To your comment Alan, I am talking about a world-renowned brand. With that in mind, it sounds like we should keep the brand there at the end in order to maximize clickthrough and brand recognition.
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Macy's, Neiman Marcus, Bergdorf Goodman, Fortunoff, Gap... All have their Brand in page Titles.
Interestingly, Gap uses the combination of Category | Gap | Sales Hook (a hybrid of my suggestion and EGOL's) on many of their pages.
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I like the Hybrid approach. Much more dynamic.
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Gap is lucky to have such a short brand name.
In a lot of cases we are talking about egos that are enormous compared to the size of a brand as widely known as Macy's.
For my sites at least I think that the opportunity to grab extra sale through the title tag is more important than trying to communicate a weak brand when I am head-to-head with a Macy's. I'd rather use my title tag to shout value propositions, elicit clicks and reach for more keywords.
When we are talking my brand vs Macy's I need to get my foot in the door with value and then impress them with service and quality.
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I think that a lot of people using THEIR BRAND in the title tag are simply lazy or egotists.
... but it's OK with me.

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That's why I initially offered that the brand can be optional - if it's a weak brand, make use of that space in the Title - however rather than assuming a site can be found for Product Name | KickA$$ Price (very unlikely to be a high volume longer phrase), I believe it's better early on to get a couple phrases in each title where each phrase by itself is relevant, and the combination of those phrases (in different various sequences) is much more likely to get that many more people ultimately finding the site.
This is especially true when having quality content on the page - combine all those Title variations and partial variations with a handful of words in the content that results in exponential long tail visits.
Just my experience though.
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That could be. Then again, how do some brands become so well known for their brand identity? By including it everywhere human eyeballs are.
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In the case of Gap, not only is their brand name short, but it is also the brand of their clothes. People are going to be looking for Gap Jeans and the like. If you're in a similar situation where it's your brand name + product that signifies a sale, it'd probably be wise to have the brand in the title tag in that case, but you'll want to consider whether or not it's worth it across your site globally.
In a case like Harbor Freight, their name is some what long, but they use it on their location specific pages because they have stores, they get localized searches, and they are going to pull in visitors, and the usage adds value. On product specific searches it makes fewer appearances.
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I thought about this after lunch and while I still stand behind my original post I think you can get away with leaving off your brand name if your products have a brand of their own.
Search for "Chuck Taylor All Stars". That's a brand in and of itself so Converse didn't add their name to that title tag.
Whereas if we're talking about a general product I'd say absolutely add the brand name like with "Pencil Sharpeners | Office Max".
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In my Opinion your Brand Name should not be in your Titles. At least not on all pages. It should be in Contact pages, in pages and articles texts but it titles not that much. The reason I'm saying this is that there is 2 possible options :
1- Your Brand is not so well known so why trying to rank for your Brand when you could target a more efficient Target in term of relevant traffic generation.
2-Your Brand is well known, so that it is probably already in your Domain name and the texts everywhere everywhere on your sites, in anchor text of incoming links. You probably had a website running for this brand for a while so that Search Engine knows that your web property is the one of your brand. You probably also have a lot of links pointing to your homepage with your Brand for Anchor Text. Search Engine will then know.
So instead of focusing on your Brand, I think it's more clever to focused on bringing visitors and customer by using Keyword related to your products and services and have a larger base of customers to get awareness of the brand and then promote and recommend your Brand !