I have used briquettes in my BGE. I got the all natural ones from Trader Joe's, which have no fillers. Worked fine.
It does produce a whole lot more ash, so you have to be vigilant about cleaning out the ash after each cook (with lump, you don't need to clean out the ash after each cook). I have a high-que grill, so that helps with the ash/airflow.
Also, I don't think I would use briquettes for a low/slow cook, but for regular grilling (chicken, burgers, steak, etc), it worked fine.
I did have a harder time starting the briquettes. Normally, I use a blow torch to light up lump, and it didn't really work that well for the briquettes. What I wound up doing was using fire starters to light up the briquettes.
I still use lump, since I get a good price for it locally, but it's nice to know that there is an alternative if necessary.