No, it is not essential to give vaccines of same brands only for all the doses. The more important concern should be to timely administer the doses to complete the primary series with the best available options of vaccines.
According to scientific studies, all brands of Hib conjugate, Hepatitis B, Hepatitis A, Rotavirus and meningococcal conjugate vaccines can be interchanged in the series without affecting the immune response achieved.
Although different brand of vaccines may not be identical in terms of antigen concentration per dose and may contain different stabilizer or preservative. Manufacturer guidelines should be studied thoroughly for any changes in no. of doses for series completion like in Rotateq (Rotavirus vaccine brand): 3 doses are recommended. So, even if Rotarix (2 doses advised) was initiated, 3 doses series need to be completed when Rotateq was given as the 2nd dose.
It is preferred to use the same brands for DTP and Influenza primary doses but in cases of insufficient vaccination record, available brand of the vaccine can be given. Sometimes when whole cell pertussis containing DTP vaccines causes severe allergy symptoms, acellular pertussis containing DTP vaccines need to given in subsequent doses.