Where you at Newbie? Maybe someone can point you to something that is in your area.
I think that charcoal does make a difference. First off, I will suggest that you read this link to familiarize yourself with how charcoal is made.
http://www.virtualweberbullet.com/charcoal.html
There would be two main different types - lump and briquettes (I know, there are others like compressed coconut shells and lord only knows what else, but these are the two that are mainstream and readily available). The main difference is that briquettes are made with a lot of different "ingredients" and then compressed under high pressure to form the little charcoal pillows. Lump is simply wood that has been charred in the absence of oxygen. This produces an almost pure carbon. If you are a purist, then you can see that Wood would be a little more desireable than a mixture of wood, minerals, sawdust, limestone, nitrates, and borax. However, don't discount those briquettes. They have certain advantages that lump doesn't. They are uniform and produce consistent burn...sometimes lump doesn't. Also, when lighting the briquettes, they don't pop and send embers everywhere. Lighting a chimney of lump in the Kansas wind will almost set your hair on fire. Briquettes will produce an ungodly amount of ash, however. If you have never used lump, when the fire is out, you will probably be amazed at how little ash there is.
I do prefer lump, but the whole hair on fire thing is a definite drawback. So, I start with a small chimney of briquettes and then add lump to that. Also, sometimes I think the smell from a chimney of briquettes is not desireable when igniting. Because of this, I will only add hot briquettes to the smoker, while I can put lump on at any time.
If you haven't found it yet, there is a website that has reviewed every lump that is out there. Here is the link.
http://www.nakedwhiz.com/lump.htm
Budget will usually dictate what I am using. I got a bunch of cheap Kingsford earlier this year, and am still working through that. If money were no consideration, it would be royal oak lump for me.