i have had a big green egg for going on 20 years. i normally use Royal Oak lump. i can often find it on sale at Menards here in the midwest. Cowboy is OK, but burns quite fast, is probably the least-dense lump you will find, and IMHO is just OK.
as for briquettes--not really a good idea for smokers. they leave lots of ash, so you'll need to rake out the firebox much more often than with lump. if you must use briquettes, look for a brand that claims to be 100% hardwood. i believe the big name brands contain some filler/binders which are OK in a normal charcoal grill, but in the enclosed confines of a ceramic smoker, with very little airflow through it, they can impart a flavor that you might not like. and if you shop around, you'll probably find bags of lump that are much cheaper than bags of briquettes.
there is a fellow in north carolina who has tested and reviewed over 70 different brands of lump charcoal. he follows his own strict testing protocol, and rates the lump based on size distribution in the bag, how easy or difficult it is to light, how long it burns, and the max temperature it can reach. he goes by "The Naked Whiz" and the website is nakedwhiz.com. click on the picture of the dog on the landing page and it will take you to a directory of the site contents. there you will find a link to the database of charcoal reviews.
Ken
