First, check your owners info for the Traeger as I've heard if ya use any pellet other than theirs it'll void your warranty.... Now, I've never used their pellets but to my understanding they use pellets that have an oil added to them for the flavor, rather than a real wood pellet !
I've used different brands of pellets. Ya just have to see what's available in your area & price them out ! BBQ Delight & GMG are good pellets but they are kinda spendy here..... I have found Camp Chef pellets that are an awesome pellet with low ash & burn real efficient , plus they are cheaper here than the other brands by $5 a 20 lb. bag ! I can pick up a 20 lb. bag of Camp Chef pellets for $12.99 at Sportsman's Warehouse !