I hesitated about jumping in this post as charcoal seems to be sort of like religion to some people, but here goes anyway.
I am one of the few eggheads that really prefers BGE lump. I know... I know... I have heard all the "its made at the same place" and "you are just wasting money" arguments, but I think it is different. It seems to be much better quality and the burn times are longer for me. For me, your mileage may very.
Lump at a minimum, but BGE is my first choice.