I like CookinPellets, solely for the reasons that they don't use Oak or Alder as base and remove bark. I think they burn cleaner and provide a little more smoke flavor than the others I've tried. However, that's only really been Weber, Traeger and Lumberjack. Now that other brands are more prevalent here, I just haven't gone through trying them when I have something I like.
As far as tips, get a cheap shop vac to vacuum out barrel and fire pot (after letting it cool several hours or overnight of course), wrap the drip tray in foil - wide heavy duty - for easier clean up, and start most long cooking proteins really low (like 180-225) for the first hour or two to get more smoke flavor.
Burgers and Meatloaf are great on pellet grills. Bake some banana bread or a pecan pie on it. Give about anything a shot, not just the traditional ribs, butt, brisket, etc.