I use Kingsford and I also use a local brand here called Diablo. Generally I'll buy the double bags of Kingsford at Costco or Lowes/Home Depot, and Diablo at the supermarkets here.
Diablo is mesquite lumps/logs. It's very characteristic because it pops when you start it up, but it's also the typical lump charcoal where it's hot and fast and sometimes temperamental. Great smell, good heat. It's a great 'show' for company when you start it up because of it's loud popping. It's also something like $12 for 40 lbs. It's my grill charcoal if I have it, and if not I use Kingsford. I have used lump with my WSM, but I prefer using Kingsford briquettes for smoking because it is more uniform and the heat and length of burn is significantly more consistent.