I believe the only decent pellet you can purchase in a store is the Oxbow brand, but I've never used it, so I'm sure someone else on here can be more specific about it and where it can be purchased.
I've used both KMS pellets and Small Pet Select and my pigs like both. KMS tends to have cheaper prices, but much higher shipping costs while SPS may have a slightly higher price, but free shipping I think over a certain amount. But I purchase the pellets when I purchase hay. As for the hay, I purchase that from SPS and my pigs love love love it and their shipping is super super fast. I've order twice from them and my boxes are on my porch in two days. The last time I ordered from them, my box shipped 10 minutes after I ordered it and I got it two days later. Awesome service IMO!!
Others will have different opinions .....