BBQer's Delight are very popular and I like them a lot. I prefer apple, but that is sold out a lot of the time so hickory gets used too. I would recommend getting a couple different kinds of trying them out. Kinds that I have used, and can recommend in no particular order...Traeger, BBQer's Delight, Cookin Pellets, Lumberjack, and Fast Eddies.
Some like to play tricks on you with their wording. Most pellets are not actually 100% of what they say they are. You will buy a bag marked "hickory" and it is probably about 25 - 30% hickory, and the rest is oak. There are several makers who produce 100% hickory or other types of wood pellets. They are very clear about this and charge more for them of course. So some companies decided they would try to steal some of the 100% market and claim theirs to be 100% hardwood and charge a little bit more than your normal hickory pellets. Well that is great and all but oak is still a hardwood and they are trying to fool you into thinking you getting 100% hickory in my opinion. 100% flavorwood is becoming the marketing wording for pellets containing only the type of wood listed. Shipping on pellets costs money if you internet order like most. In the end, after you figure shipping into them, anything for $1 a pound or less is a pretty good deal.
Make sure you are getting food grade pellets and not heating pellets, pellets were first used in heaters and may contain oils and such. Heater pellets should be much cheaper and while some people use them, nearly everyone says don't.