I like Royal Oak lump. It's consistent and no funny surprises in the bag.
One brand I can tell you to stay far, far away from is the
"Cowboy" brand. I'd bought a few bags and had OK results until I got a couple bags that had carbonized plywood and carbonized corrugated cardboard. Yes, you read that correctly! CARDBOARD!!!
Later, I read the review of this brand on the Naked Whiz and apparently I'm not the only one who has found this kind of stuff in that brand.
Review of Cowboy Lump Charcoal -- Naked WhizI took those bags back and won't buy it again. I'll spend the extra dollar or so on Royal Oak.