If you find the paint is curdling or lumping, then take it as a sign that there's something about the way it was formulated that makes it incompatible. This is most likely to happen only with water-soluble oil paints as these are the most "complex" when it comes to paint formulations.
For a detailed answer to this question in terms of acrylic paints, read what Michael S. Townsend from Golden Artist's Color's Technical Support had to say.
Comments on Mixing Brands From the Painting Forum:
"My first painting with water-soluble oils was two years ago. I mixed all the brands that were available in order to get the colors I wanted. The painting shows no distress from mixing several brands together. I would assume it is similar to mixing watercolor brands, which I do in my professional paintings." -- Elipse12
"I work in watersoluble oils and mix the different brands with no problem. It's just like mixing different brands of watercolor or regular oil paint." -- Gail
"I'm not much of a purist: if I like the color, I'll mix whatever I have. Hasn't caused any trouble yet." -- Mreierst