Been buying pellets for 14 years or so, long before it was the 'green' thing to do. I've been running solid fuel appliances because it's cheaper than propane, sometimes much cheaper sometimes not.
A try to buy everything I need for a whole heating season at one time (in the summer) and sometimes enough for 2 seasons if I can barter a good price. Pellets don't move in the summer and retailers don't like to 'sit' on pallets of pellets all summer because they get damaged, wet, whatever, besides, they want to get new stock in so the people that wait until the last minute have fresh (at a price) pellets. Having said that, I always buy premium hardwood, low ash pellets and I read all the forums and comments concerning various brands to see, what's good and what's not.
For years I used Indiana Hardwood, one, because that was the only pellet available in the early days and two, because it's a good pellet. A couple years ago, I tried Somerset Hardwood. Their pellet plant is right next door to a Weyerhauser flooring plant in Somerset, Kentucky and I knew the pellets were top shelf as soon as I opened the first bag. They had the unmistakable odor of oak. That slightly vinegar smell and I wasn't at all disappointed. I bought 12 tons, took my drop deck to the retailer and loaded them up. I've been using them up for 2 years now.
This last summer I got a pretty good deal on Michigan Hardwood Pellets, they smelled right so I bought an additional 4 ton. I go by my nose most of the time. I'll have about a ton left over for next year, maybe slightly more, maybe less, depending on my usage. Because I run a multi fuel now, I mix corn and pellets at 10% by weight, 90% corn, 10% pellets to keep the clinkers under control.
I keep my pellets on the original plastic wrapped pallets, stacked in the barn alongside my round bales. I usually stack 3 high, 2 rows wide. Because we feed stock, we have grain tank capacity in multiple tanks. I usually segregate one tank for stove corn only.
I personally believe that if you buy in quantity, in the off season and you have the machinery to move full pallets and a place to store them, that's the only way to fly, excuse me, burn.