I've been using Lump almost exclusively, and would tend to agree with what Alan said.
(I WOULD tend to disagree with his choice of Team to root-for
)
If you properly pack the charcoal ring and use the second charcoal grate, for most typical cooks, Lump is easy to use. However, good brands can be hard to find in certain parts of the country, whereas good-ol' Kinsford is at least CONSISTENT.
From what I've heard, all-wood charcoal briquettes (Wicked Good, Rancher, Stubbs) are a close second - maybe even better for stuff like REALLY LONG cooks (Big Briskets and whole-hog / whole pork shoulders) These charcoals have almost no fillers in them, except for a neutral "corn starch" used to hold the compressed wood charcoal together. I guess that compressing the lump in this manner achieves a higher density and burns longer.
I'm not big on most regular briqs, mostly because of all of the dust / fillers that you are paying for, and the resulting clean-up.
If you want to use lump, try a bag of the different brands that you can get and then stick with one or two that you like.
From what I've seen, when using lump - you may want to add a bit more Smoke Wood than you would with regular briqs. From what I've observed, most Lump has a more neutral flavor profile.
Don't be afraid to experiment