So far we have tried Lumberjack, Bear Mountain, and Pit Boss.
BM and LJ cooked up nicely while the PB competition tinged everything red (possibly from cherry woods)
BM and PB are stocked close to me but I have to drive about an hour round trip to get LJ from Rural King, if we are going that way we will certainly buy if we need pellets though. While many will swear by LJ, to us BM and PB are just as good for our needs. In my area Tractor Supply is a good source for BM and Menards or Walmart are a good source for the PB.
Cabellas has a pellets that are made by Lumberjack. Allegedly the same raw materials just a different blend than actual LJ brand. I have no first hand knowledge but allegedly they burn a bit faster.
We have not tried Traeger brand and not sure i ever will unless someone gifts me a bag. Much more expensive and they use flavored oils rather than the actual hardwood "flavor" pellet.
For us, since we really like the BM and I can get it locally we tend to set our price limit at BM levels. I can get great to us stuff for $10 per 20 lbs bag so I am not going to spend $20+ for something else.