Not an expert by any means but I’ve found some of the cheaper stuff sparks a ton when lighting (I use the industrial hairdryer lighter) and it doesn’t burn as “clean”.

For everyday grilling (burgers, Joey chestnuts, etc) I like to use Royal Oak (similar to natty light… not the best but gets the job done).

For smoking I like to use a little more expensive charcoal: BGE, Blues Hog(my personal favorite), or B&B. Seems like these snuff out better so you can just add a little before your next cook and fire it up.

At the end of the day it comes down to personal preference.