Cowboy lump isn't the best - you can check http://www.nakedwhiz.com/lump.htm for lump reviews.

I get either Rockwood or Ozark Oak from the place below - both premium lump charcoal. Order $100 worth and the shipping is free! Read up on both - they really are a cut above most other lump.

http://www.firecraft.com/product/rockwood-lump-charcoal-20lbs/

FireCraft has tons of other cool BBQ stuff worth checking out as well, including some really tasty rubs.