So far we have liked Bear Mountain, Lumberjack, and Pit Boss. These are all made with hardwoods for what ever flavor you are going after. Cabela pellets are supposedly made my Lumberjack but I have heard they burn faster than normal Lumberjack.
Traeger is another brand out there with pellets but from what I have read they use oils for the different flavors plus they are $20/bag in my area while I can get all my favorites for less than $10/bag.
You can check your local Walmart for pellets as well. They tend to have decent prices and if you go on their app you can order pellets if they don't have them on the shelf.