Yes, naked whiz.
Here is some quick info.
Cowboy (aka Trader Joes, Whole Foods and formerly Wild Oats house brands): This is environmentally friendly lump as it is made from scrap lumber that has been kilned (but not chemically treated in any way). The upside, or downside, is that kilning removes essentially all of the flavor so this is a very neutral lump charcoal. I rarely use it but if I want to cook something and not add much flavor, this is one of my first choices. Dig through a bag and you are virtually guaranteed to find pieces you can identify as molding. This is how you know I am not lying about the source of the wood.
Royal Oak (aka big green egg brand, best choice brand): This is by far the most popular brand among people who put thought into which brand they buy. Consistent quality, good flavor charactaristics, burns fairly hot (I can hit 1000 with it in a big green egg if I try). Some people say that if you buy it at Wal-Mart they handle it rough so you get more small pieces and dust. Some people say that the BGE brand stuff has more selected large pieces. I am not sure of the validity of either of these claims but the BGE bag that came with my egg was a great bag. I don't mind small pieces as they work fine on top of the pile and I can usually get a hotter fire if I have some smaller pieces.