My two cents:
I never use lump in the smoker, I've finally learned the WSM well enough on Kingsford blue bag and especially for competitions I want to eliminate as many variables as I possibly can. Lump is inconsistent by it's nature, maybe I'll try it one day but it's still a work in progress to perfect the steady temp using briquettes for me anyway-I'm a slow learner...
Grilling is a whole other ball of wax and I've used several different brands of lump. The Best of the West mesquite lump is cheap, but I found it really pops bad. Ono is a good product but I'm a cheapskate and it's just a little out of my price range. Cowboy is decent, and the Fry's store brand can be quite good, but I've also found some pretty bad bags with lots of melted plastic and uncarbonized pieces.
My favorite is/was Kingsford Charwood but I don't think they make it anymore. Fry's was blowing it out last year so I hit every store in North Phoenix and probably bought ~25 bags at two bucks a pop. I still got two in the shed