I've burned multiple brands of pellets in my Harman stove. The only ones that never worked well were called "Patriot Fuel", and the pellets were larger than the normal size.
I tend to buy whatever is cheapest/most convenient. Our pellet stove is supplemental heat at home and I've never been too concerned about getting absolute "best value" pellets. I use about 1 ton per winter, so a price difference of $20/ton doesn't really change the budget very much