I think Traeger pellets are overpriced. I have a Traeger and have maybe run two bags through it in a few years. I use Pit Boss pellets mainly and get it whenever/wherever I see it on sale, usually at Menards, Rural King has decent pellets also. I also have used a brand called Smokehouse Pellets, also at Menards and really like them. The biggest thing you need to do is get a strainer to sift any dust out of the pellets. There are many options available online. Once you open a bag of pellets, be sure to store in a 5 gallon bucket with a lid to help prevent moisture. My go to is cherry, then the competition blend, and I really like the hickory/oak blend from Smokehouse. When I see pellets on sale, I buy at least 6 or more bags, sometimes more if it is a really good price. If you have the storage, pay attention to the stores after the season. I got a dozen bags of Pit Boss pellets at Menards last winter for a stupid price, and I should have bought more LOL.
Also, I have NEVER cleaned out the auger before switching pellets. I just let the leftover pellets in the auger get used up in the start- up process after removing them from the bin. It doesn't make any difference that you will notice. The big key with the pellet grills that I have found is make sure you are cleaning the dust etc. from inside the firepot. I bought a small shop vac that is used exclusively for this. If you are wanting more smoke on whatever you are making, I also use a smoke tube. These pellet grills do not produce the same amount of smoke that the older wood chip smokers did or a offset smokers and sometimes I want more smoke on different meats. The smoke tube is also readily available. I use my Traeger year-round and I use it a lot. I also have a Pit Boss at our place in Florida. If your grill has Wi-Fi, make sure it is hooked up so that you can get updates.
So, there is my 2-cents.