Let me preface by saying I'm not hugely experienced with any of it.
I wasn't a big fan of Coshell. Seems to take a "long" time to light, produces more ash than I expected. Good heat. NOT crazy "lump" heat in my experience. Glad it's good environmentally. I still have a bag or two from when Lowe's cleared it out but I haven't reached for it recently. Am I saving it or avoiding it ... ?
Kingsford Blue seems overpriced 99% of the year. There's just too much waste for what they normally charge for it, $10 per bag or whatever. But when it's truly on sale ... I can see why guys load up the truck (and garage) with it. It's consistent and does the job. When lighting it up, I don't want to die and so I go inside to avoid the SuperFund Site stench. Bottom line, I've made my peace with it and could use it year 'round I suppose. But not with joy. Still have 5 bags left but am hoping it or something better goes on sale SOON.
Kingsford Competition doesn't give off as much horrible crap as it lights compared to K Blue. And you can randomly find it on sale sometimes. Nice, consistent, somewhat less ash ... their Hickory version of it is great stuff, provided you want hickory smoke. I won't do their Mesquite, nor anyone else's.
Lump.
Inconsistent, even within some brands ... best heat, quickest to light, sparks might be a concern [insert
@1buckie image here] and OH YEAH waaaaay less ash. I've used Whole Foods "365" house brand, Frontier and Royal Oak. All good. I have professional chef friends with Webers and they will NOT put anything besides lump into the machine.
My favorite "compromise" is a thing known as "hardwood briquets," a bit of a misnomer since you can't make a briquet without at least SOME kind of starch binder. BBQ Wood Flavors in Texas is one company that makes this and is the supplier to Weber's restaurants.
http://www.bbqwf.com/briquets-2/ They offer an 8.3lb bag --- yes it's small --- and Publix down here sells them for $5 all year long, not too bad actually for what you get, which includes a handy resealable bag, great for traveling/camping. What I
like is that they are easy to light, can get quite freakin' hot and don't clog up the machine with lots of ash. And yes it makes less ash than Coshell. I'd be happy running BBQ Wood Flavors Hardwood Briquets all the time. Public also sells a large bag of their lump at like $15 or $20, too rich for me.
BBQ Wood Flavors re-sells hardwood briqs to other companies under different brand names, so it can sometime be difficult to know when you're getting BBQ Wood Flavors stuff (although you probably are.)