BBQ = No rules. Try, try,try, them all until you find what works best for you and your setup.
Me personally, it depends on what cooker I am using to what fuel I use. I use either Walmart brand briquettes or Stubbs in my UDS and Royal Oak lump in my Stumps Clone. What ever I can get on sale for grilling. There is no one type to use, just what's best for you. Hope that helps!!
My arsenal, Stumps Clone, Two Modified offsets, open pit with grate and rotisserie,UDS, and a free to me Weber One Touch Silver 18.5" kettle