K Blue, for the best cost. My grill allows for good air flow (and therefore high temps) without worrying about the large amount of ash.
Capozzoli, to answer your question, I believe that you cook with what you have at your disposal. If you have a good supply of seasoned wood, then use it. If a hickory tree, cut up and stacked, magically showed up at my place, then I would happily do the wood thing. That to me is why there is a lot of confusion about mesquite wood. People are used to using wood chunks for smoking instead of as a fuel source. They try it and think that it is too strong. If they burned it to coals and then cooked on it, it is good.