...For charcoal, I pretty much swear by Royal Oak Hard wood charcoal, which I can usually find for $4-$6/ 10lb bag. I can usually get 5-6hrs of good steady temp out of a bag.
And I am absolutely jealous of anyone with a BGE. One day I'll put out the cash for one, but for now I am happy with the chargriller.
Royal Oak is what I (mostly) feed my BGE. I have found it to be of excellent quality, and it is cheap and available at my local grocery store. The Naked Whiz seemed to like it too. The BGE is really king of extending the heat on charcoal. I fill my chimney starter (maybe 1/4 of a bag? 1/5?), light, dump in, and have high heat for several hours (I've never timed it and never needed to refill while cooking). At smoking temps that same load will last at least 12 hours, and I hear it'll go a full 24.
The really cool thing about the BGE is when you are done cooking it is easy to snuff the fire. The next time you open it up you'll have a bunch of partially used charcoal that you can use again. There's a lot less waste that way.