I bought some of the Trader Joe's house brand charcoal a few weeks ago. It is natural, but briquettes (with only cornstarch as a binder, the label claims). I've used it a little, and it works pretty comparably to regular Kblue-- not quite as hot as true lump. The weird thing I noticed was that as it was lighting, the briquettes would kind of *expand* or get a little bloated. Maybe because the binder was letting go. The briquettes were a little crumbly, even before they were fully lit.
I've been more impressed, though, with the Frontier lump I stocked up on. It burns really hot, and seems to last a long time as well. It's been my understanding that lump will burn hotter but faster, but my experience with this lump is that it burns hotter but just as long. Today, I lit a full chimney of lump, then turned it out into two coal baskets. I roasted a red pepper directly on each basket before I poured another 2 cups or so of coals on top and started up the rotis. That ran at about 450 for an hour, and then I put on some broccoli to roast. I pulled it off for dinner, completely forgetting to choke out the fire. When I went out a bit later to close the vents, the thing was still running at just under 400 degrees. So that was over 2 hours of roasting, and still keeping some good temps. I don't think I ever got that out of the Kblue.
I know the lump is more expensive per pound, but I get a lot more cooks per pound out of the lump than I did from the Kblue, I think. Because it makes more BTUs, but also because I'm not paying per pound for those briquette binders.