I grew up using hickory nuts. My extended family has hickory trees all over their property. Every time we visited over the summer, my dad would get paper bags full of them. They work just fine. Back then we would soak them in water for a day or so and then just toss them on the fire. Knowing what I know now, I would wrap them in foil or use one of those smoke boxes.
When I lived in SW Georgia, we had a pecan tree in our backyard. I used to use pecans all the time. I would gather up handfuls and put 'em in my cast-iron smoke box. They worked pretty well.