I have used the following:
Coyboy — can get from Mills. No complaints, seemed to be decent sized pieces and could cook low and slow or hot and fast with it. I did notice a bit more of an odor at first, but once the smoke settled down it was clean blue smoke as expected.
Royal Oak Regular — Bought at Walmart. No complaints very similar to Cowboy except I never noticed any foul smell at all.
Royal Oak XL — Walmart — Just bought it, havent done a cook yet, but I would expect larger pieces and otherwise similar cooking results to Regular Royal Oak.
Western – WalMart, cheapest over all the others. Good size pieces, not bad with small stuff, but there is a fair amount. I found a rock in the bag, not a major deal. No foul smell, when opening the lid this stuff likes to pop and spark unlike the others. Had great results with it.
FYI — Kamado Joe is made by Royal Oak, but I believe its the XL stuff from RO.
There are tons of designer stuff out there, but they get super spendy. Personally I dont think its worth it.