What you get is going to differ from region to region, out west here we got a lot of pine, and pine mix pellets. Do your research on the brands that are avalible to you. Some softwood pellets have more btu's per pound then others, and vise versa. Ash contents are important to. Check out this site.
http://www.pelletheat.org/2/index/

Thank you for the response! I will check out that website.

I live in the mid-Atlantic region, and about all we can get in this area is hardwood pellets. I much prefer softwood, however. They burn much more completely, and they leave almost no ash in the burnpot, even after burning an entire day.

Walmart usually has softwood pellets early in the season; but that's been the only place I could find them.