We had the same problem with Sheba. She went through a phase where she would only eat wet foods with beef. We just tried as many quality foods as we could find and she finally has a few brands she won't turn her nose up to. Wellness is one of them (the beef and chicken kind) and it actually isn't too pricey here ($.79 for 5.5 oz can) comparable to the other brands she likes. She likes Iams, but we're trying to phase that out now that i've read the bad stories. She's also alright with (although not her favorites) the chicken and lamb flavor of max cat and nutro. Our pet store just started carrying Merrick canned cat foods, so we're trying those today (although that would have to be a treat, b/c they are more pricey than the rest).
I feel your pain with a picky cat!! Sheba still has days were we'll put something down, such as wellness, that we know she likes, and she'll sniff and walk away. Just keep trying.