I tend to like Hickory on anything... if it's something I don't really want a lot of smoke flavor on, then I might mix Hickory with something else, like maple...
I do like Mesquite, but mostly for some rare occasions, I think it goes well with Chicken and Beef in some situations, never thought of it going very well with Pork however.
Never had any opportunity to use any walnut...
For the most part, all smoke flavor seems to be quite similar... I basically say... Any wood smoke that isn't Hickory, just tastes like milder hickory... One of the only exceptions being Mesquite.
In some attempts to do blind tasting for myself, I came to the conclusion that after food has been refrigerated , the flavor seems to change quite a bit... That is, my observations are that some smoke flavor fades quite a bit over time. Oak and Mesquite seemed to really fade after refrigeration... Hickory seemed to hold it's 'smokey' flavor better then some others I was trying to test.
I wish I had a second Davy Crockett that I could actually cook two sets of some food, where nothing changed but the wood pellets used, so I could do blind taste testing , where the food was still warm and where I knew the cooking conditions were as identical as possible...
SO, I guess where this leads me... is that I tend to often use the cheapest pellets I have. I have like a ton of pellets right now ( literally )... at least 8 varieties ( wood types ) from 4 different pellet makers. So, what do I cook with most? The ones I paid $5 / 40 pound bag , from a Walmart clearance sale... ( competition blend ) I guess that's just the cheapskate in me... sooner or later I do need to use all those other pellets... Probably ought to do that before I go buying more.