I just picked up a 40lb bag of Mexican mesquite charcoal from Costco Business Center here in San Diego. $11.79! Item 156132. I haven't cooked with it yet, but did move it to a tub. It is really large (but not too large) pieces with very little fines. I'll follow up after my first burn.
If you don't have a Costco Business Center in your city or town, they may deliver. Just go to the Costco Business Center website. It would be cheaper to have it delivered to a business website
Alternatively, (I found this on another forum), consider going to a large Mexican Supermarket. The ones we have here are Pancho Villa and Northgate. Both are fantastic places to get produce and meats and the post I read said that they also had 40lb bags of mesquite. Another source would probably restaurant supply stores like Restaurant Depot.
Here's a link to the Costco charcoal. http://www.costco.com/Browse/Product.as ... pnav=bdoff