Cowboy (available at ACE Hardware and Lowe's) is ok. Some say sparky, some say lot of ash. And sometimes pieces of wood that look familiar (like molding or 2x4). Some have said they found plywood, but I've not. One does NOT burn plywood, of course.
BGE stores sell their own brand, which is made by Royal Oak. Expensive for Royal Oak. Wal*Mart also has Royal Oak, and less expensive. Wegman's brand (a grocery store in the Northeast) has its store brand, which is, yes, Royal Oak.
Kingsford lump is also available, but (from what I've read) has gotten uniformly bad reviews. Sparks a LOT!
Farther south, there's a lot of mesquite available. Probably in AZ where you are there's quite a bit. Some like it, some say it sparks, some say it's too strong a flavor.
Speriment, see what you like.