There were some problems with Pennington pellets from HD/Lowes last year (although as I recall from the threads, when notified, the manufacturer replaced or refunded as appropriate). The company claims they've fixed the issues that caused the problems last year - we won't know until folks start burning them for real. But those aren't the only ones HD/Lowes carries - local stores in CT have (had?) the Lignetics brand which are generally considered to be good ones.
I'm burning 3 different kinds this year - Michigan, Hamer, and Barefoot to see which my stove likes best (if any). Some stoves don't care and for most I don't know that the heat output difference is anything more than a perception. Somewhere out there I saw claimed BTU ratings for a few dozen different pellet brands and they ranged from high 7000s to mid 8000s which is pretty substantial if the price doesn't reflect the difference. The ones I'm using are all in the 8200/8300 BTU/lb range.
For the Eurekas, you might want to check on their warranty and if they'll replace the pellets or refund if they don't perform appropriately. Pennington seemed to have been a stand up company last year in dealing with the issues folks on the forum raised - including refunding the money while letting the people keep the pellets (like they wanted to send a truck to pick them up
) - in that case free lousy pellets probably weren't quite so lousy anymore.