I definitely had the problem with the Home Depot woods (Char-Broil brand). After several major flare-ups and billowing white smoke, I found I can use those woods if I wrap it completely in foil, and poke about six holes in the foil with a paper clip. I got 6+ hours smoke out of a small piece of cherry in that way, leaving only a little charcoal in the foil when it was done.
Since then, I have purchased a couple packages of Pecan and Apple from a company in Fruita, Colorado. I used that over the weekend, without foil, and suffered no flare-ups whatsoever. A very small (about 2 oz) piece lasted over 4 hours. When the smoke petered out and I checked the woodbox, there was just a little pile of ash, and not a lump of any kind. Very efficient. General consensus is these smokers require very little wood, and my limited experience so far has proven it to be true.