Hey there.
I am wondering exactly the same thing. I have tried all the 'off the shelf' brands you buy in retailers and can only recommend one that works well for me.
I am a Low'n'Slow fan so long burn and constant heat delivery are key. The one brand I keep returning too is Weber's engineered briquettes which came out last year. I believe they are releasing a new one this year but I have yet to try these. They were extremely consistent and I managed a whole 13 hours smoke without the need to refuel (apart from the chefs beer that was). I used the minion method and have to admit I had to top up the water pan a few times but overall that was it. They will cost you a little more than other brands but you save in the long run due to the slow constant burn.
I did splash out for last New Years when I wanted to smoke a butt and short ribs, and purchased some 'Green Olive Lumpwood Long Burn' that came in a 10kg bag. Worst I've ever used for smoking! It burned fast and hot so would have been ideal for grilling however meant I needed to refuel 3 times during the 10 hours the butt was on. I was constantly managing the temp via the vents and could never get a consistent heat so I wouldn't advise using these.
Hope this helps, for now it is Weber all the way!!
Any other recommendations welcome - as well as whether Briquettes or Lumpwood is best as I am still a relative amateur.
All the best