By all means, experiment around. That's the only way you an really know what works best for you.
I usually use Kingsford, but I sometimes pick up Mesquite Lump at Smart & Final. It's pretty good and priced decently.
In my experience, I think the Mesquite Lump has a little better flavor, but it's harder to light and the temperature fluctates more than Kingsford. You find a wide range of sizes and shapes of the pieces in the bag, and some of the larger pieces need to be broken up.
You can get great results with both types of charcoal; you can't go wrong with either.