I think local availability may be the most significant criteria in purchasing pellets. You can ship pellets directly to your home, but it tends to be expensive that way.
The ones I can get locally are Traeger, Pit Boss, Bear Mountain (Lowes), Lumberjack (Farm & Fleet), and Expert Grill (Walmart brand). Cabellas carries Knotty Wood pellets.
I have not yet tried Lumberjack or Knotty Wood as I do not go to Farm & Fleet or Cabellas very often. The only thing I do not like about Traeger pellets are that they are somewhat more easily broken than the others, so they tend to generate more dust. Because the Expert Grill pellets were cheap, I purchased them to do the initial seasoning burn for my grill. However, they worked quite well, so I continue to purchase them. The Sweet Blend produces a mild, sweet smoke that works well with pork, chicken and vegetables.
You might want to check out the January 2022 video produced by Mad Scientist BBQ. In a comparison of several brands, Traeger won the taste test, much to his surprise.