My favorite lump is whatever I can get my hands on that's not Cowboy.
I have had great success with Grove lump, but I believe it is somewhat regional.
HSLS has it right that RO lump is widely available, inexpensive at WM, and is a quality product. I just wish it was available in 20 or 40 lb bags.
My Boys: Joseph (EI); Andrew (EE); Daniel (EE)
My Toys: 10 WSMs (B, C, DH, DA, EZ, DZ, EO, DU, DR, EE/DU mutt); Brinkman Cimmaron; Chuckwagon Cooker; 4 22.5" Bar-B-Q-Kettles; 2 18.5" Bar-B-Q-Kettle; 1 Red OTS (H); 3 WGAs (EZ, DE, N); 3 SJPs (DT, DR, DR); 2 Smokey Joes (A, K); Genesis Silver C (DU).
"For when democracy becomes tyranny, those of us with rifles still get to vote"