I'm no expert, but have been using my WSM for about 14 months now and definitely have an opinion about charcoal.
1. Never, EVER use a house brand charcoal . I learned this lesson with my first smoke.
2. Keep the charcoal stored away for any source of moisture. It seems as though charcoal absorbs moisture.... (duh!)
3. Kingsford Competition is my charcoal of choice. Quick lighting, quick heating and maintains heat as needed, with very little ash
4. Kingsford Blue is OK,but generates more ash, burns quicker and seems to be a bit more difficult to maintain a temperature.
5. Royal Oak: IMHO, it's on par with Kingsford Blue.
I have not tried any of the lump charcoals. I stick with what works best for me.
BTW, Costco is selling it's Kingsford Competition 2-packs for $4 off. Time to load up.
Also, Weber apple and other wood chunks, 5 lb bags are available on Amazon for $6.99/bag and free shipping for Prime members. When I can find it locally, these bags usually retail for $10-$15 each. For us "city folk", we don't have access to fruit farmers or tree dead-fall. We have to actually buy our smoke woods.