For grilling I use Kingsford Blue Bag.
For smoking I mix KBB briquette and Lazarri lump, but I have my reasons for doing so.
I find briquettes alone (Kingsford Blue) take longer to get up to temp and get through the white/grey smoke stage than lump, but I like the price, especially around the holidays when it is 22-32 cents a lb. The KBB also helps keep the fire burning steady longer.
Lump alone burns a little too hot for my dry smokes but gets to the TBS stage quickly and maintains a nice, steady temp once burning. The cheapest lump in my area is Lazarri Mesquite lump, which I can get anytime at 50 cents a pound in a 40 lb bag, and sometimes as little as 15 cents a pound on sale at my local grocer. The mesquite flavor is only noticeable if there are wood chunks that are not completely carbonized, which I have noticed on a rare occasion. The Lazarri sparks like the 4th of July though and I don't like that. It also has pieces that run from tiny to big, and the tiny pieces can fall through the charcoal grates wasting charcoal.
Here's what I do to get the fire/smoke I want on the
WSM smoker and not lose lump through the grates:
I pile all the used charcoal in the center of the charcoal basket, then put down a single layer of briquettes to fill in the empty spaces on the charcoal grates. I add my wood, then dump the lump on the foundation of briquettes and used charcoal. Then I light briquettes in the chimney and spread those on top of the center of the pile. 20 minutes later I find if I take the lid off, dump the white smoke, let it burn for a minute or so with no lid, then put the lid back on, the smoker is usually ready to load meat with smoke turning to light blue right at 30 minutes. Because I smoke hot n fast most of the time I load my meat just as the smoke is starting to show hints of blue.