I only have 14.5" WSMs, so I've started using lump, primarily to see if the reduced amount of ash gives me longer burns before the ash buildup snuffs out the fire.
Before starting to use lump, I usually used the following briquettes: B&B Competition Oak, Kingsford Professional, and Blues Hog.
I'm not a huge fan of how Kingsford Professional smells when I light it in the chimney, and all of the above briquettes fill the WSM charcoal bowl with copious amounts of ash. Keep in mind both of my WSMs are the 14.5" model which doesn't have as much room. I have not mounted the heat shield externally (yet).
Here are the lump varieties I've used:
B&B Oak Lump (brown bag) - Smells nice when lighting, less ash than their briquettes, but often sparks heavily when lighting in chimney. I get these from our local Ace and they do display the charcoal outside; it has been VERY wet lately in our area, to say the least. It burns somewhat hotter than any of the briquettes I was using above.
B&B Hickory Lump (green bag) - To be honest I didn't see much of a difference between this and the previous one, but I only bought a small bag of this.
Whole Foods Store Brand Lump - Had a terrible experience with this. Burned out quickly, pieces were tiny, lots of ash, and there were pieces of what appeared to be prefab flooring inside the bag. My uncle Raymond swore by this stuff, but he moved to another country for work a while back, so the product has likely changed since he last used it.
Rockwood Hardwood Lump - I've been pretty happy with this one! Nothing to complain about. Lights reasonably well in the chimney (I did not experience the difficulty lighting some reviews have mentioned, but I'm also pretty tolerant/patient when lighting the chimney). Burns very hot, not a huge pile of ash afterwards.
Lazzari Mesquite Lump - Full disclosure, so far I've only opened a bag of this stuff and taken the lump out to store in plastic containers. I noticed it comes with some huge pieces (whole tree limb sections), so we'll see how that goes. The text on the bag warns of sparking when lighting. My cousin Lee-Huang swears by this brand's charcoal (both mesquite and oak varieties), and he's an impressive cook, so I figure I'll give this stuff a shot. They recently changed ownership, and I don't think picking this up in bulk in Brisbane is still an option.
I recommend feeling the bags at the store to get an idea of what size the pieces are in the bag. I've had some bags with lots of little broken bits, which aren't really usable.
This site has the most extensive collection of lump reviews I've seen, though the site is geared towards kamados:
http://www.nakedwhiz.com/lumpindexpage.htm?bag
To be honest, my family usually just wants chicken parts smoked hot and fast, which the hotter burning lump has also been handy for but is probably not actually needed. With a full charcoal bowl of fresh lump I can easily get the stock dome thermometer to 350, but hot and fast chicken is finished long before ash becomes an issue.