I use Wegmans Lump (not sure who they subcontract through) or Cowboy if I can't get the Wegmans. I have been using the Weber Applewood chunks lately. Nice smoke flavor, not over powering. I don't have a place to store anymore wood.
On Data's recommendation I tried the Stubb's yesterday and was very impressed. I did a cut up (brined) fryer and a St. Louis rack. Six+ hours of 250 degree burn time and she was still humming when I finished. I'm guessing another two hours from just the initial load of coals. Very clean aroma and flavor while burning. I used apple wood from one of my trees and everything came out nicely.
I use Kingsford Charwood Or Straight Kingsford, and it has never let me down, yes it does make a lot of ash, but i have a garden so the ash is put to good use!
I've been able to get 20# bags of Mali lump from one of our food distributors for around $15 I think. The stuff barely ashes and burns for a long time.
i have a couple bags of kingsford I had from before my egg hatched. I use it when doing dogs or burgers and the ash afterwards is a lot more than what the Wegman's lump produces. After 2 cooks I have to rake out the bottom as the air flow is cut down.