I have a RecTec, and really enjoyed the pellets that came with it.
Since I have ran out, I have tried, Treager, Louisiana, Pit boss I believe, whatever I could get from Home Depot or Menards.....
The only pellets I have found close to what I started with are some that I found in Sioux Falls SD. I ended up buying a pallet from him.
The pellets I bought were maple/hickory/cherry blend with oak filler.
Long looking to find a pellet with 100 % hardwood filler.
The name of the place is Big Rig BBQ.
I have no affiliation and have no benefit, but I really like the flavor and consistent heat I get.
I found Lumberjack at a store called Bomgaars. It was about $10.99 per 20lb bag. Decent selection too. Lumberjack is 100% of the stated wood. Like it was posted previously, there is no fillers or oils added. If it says 100% apple, that is what you get.
Amazen Products has pellets that a lot of folks on these forums swear by. They also are 100% of the stated wood, no fillers or oils.
I order lumberjack pellets too. I think they are the best pellet that I've tried and definitely the cheapest if you can buy bulk. We just got in a 2400lb pallet a few months ago. We split it a few ways. We mostly use Pecan blend, and a little of the mesquite blend. I prefer Mesquite on burgers and hotter cooks. I like to smoke with the pecan blend
We have used / sampled lots of brands over the years and haven't found too many that are really terrible - but I find that we get better quality/consistency from pellets branded by the pellet manufacturer rather than by a smoker company.
Many (most?) pellets (incl. traegers, louisiana, pit boss, rec tec, etc.) are blends, i.e. some amount of flavor wood with a "filler" of a mild wood. Most pellets from the pacific NW (Lil' Devils, Bear Mountain, etc.) use alder as a filler, most others use oak as their filler. Alder is extremely mild (great for smoking delicate fish like trout), and oak is pretty neutral, but personally, I am not a fan of the "filler" blends, so I don't use them very much.
Note that some (most?) smoker brands from can't even tell you what is in their pellets because they source pellets from a variety of manufacturers in different regions and they don't use consistent formulas (traeger is the worst at this, IMHO). In other words, the traeger pellets you get in Seattle will likely be completely different from traegers in Tampa. I find it to be a poor practice, but it does improve the smoker company's bottom line.
Personally, I prefer to buy pellets where I know what they are made of. After years of searching, we have settled in on lumberjacks for most things. 100% flavor (100% pecan, for example) and documented blends of flavor woods (maple-hickory-cherry, for example). Quality and consistency is excellent.
If you can't find them near you - or if you want better pricing, you can usually get in on a group buy.
If you search here and on pelletheads.com, you can find group buys pretty regularly all around the country. We just took delivery of two tons November (that will hold us until summer). Factory pricing is great- 40 pound bags are $9, 20 pounds are $4.75. A few (3?) flavors are about $7 for 20 pounds (2016 pricing). Freight varies a lot, depending on location. We pay about $0.10 per pound to California (making 20 pound bags total less than $7/bag). Cheaper if you are in the midwest.
Note that if you try to order directly from the manufacturer (Great Lakes Renewable Energy glrepellets.com) without either going through a dealer or having someone in your group become a dealer, they will send your order to one of their big dealers and won't tell you - so the next thing you know you are talking to a salesman at a dealer, not the manufacturer. Dealers can be OK, but they either mark up the price of the pellets or mark up the freight (about a buck a bag, in my experience) to make their profit. OK if you need their service - just added cost if you don't.
If you want to do a group order, it is great if you know someone with a loading dock. If you don't, you can have it delivered to a nearby freight depot "will call" - so you can go pick it up (we have done that with a flat bed trailer - they can just load the pallets for you with a forklift). You can usually get home delivery, but the freight companies add a significant charge for lift gate service and none that I know of will let you take home delivery without it - the trucker won't sit around while you hand-unload from his trailer - too much time and liability if you hurt yourself.
It is also worth researching whether you have a pellet maker near you. For example, If you live in MD/VA/DE/PA, O'Malley pellets are very good and their factories are local to you. I think you can still arrange to pick up from them directly. Lots of other manufacturers too - surprising what you can find. For example, Blazer, Hot Shots, Noah’s and Lil Devils are made by Forest Energy Oregon in Columbia City, OR.
When you buy pellets from a local store, watch for how they have been treated. Are they full of dust (can be a manufacturer issue, but most often from poor handling/storage). have they started to swell (also a storage issue, usually), etc. In my experience, a lot of "pellet issues" are really caused by poor storage/handling.