Disclaimer: I don't work for Extreme and this is only my personal opinion:
We're using some 3rd party SFPs here, as well as some 3rd party 10GB Twinax (the new twinax, not the old twinax from last century) and so far they all work well, so I'd say to go with the 3rd party ones, but have spares at hand. Heck, I even have spares of the Extreme branded ones...