Can anyone give me the lowdown on available clotting agents and which ones are the best?  I see there are granular and bandage versions.  Which one to use and what brand?  Best place to purchase?

it's covered every 2-3 weeks here.
Search by the brand name here and you'll find more info than you can sift thru.

multiple camps of folks for Celox, QuickClot, neither and maybe two folks on the entire site that have actually used both and have an experienced opinion over which one is better.
Lots of "I've read" and "I've been told", so IMHO (<see what I did there?) it's best to do your own research thru searching here and general google searching and make yourself happy.

I've been formally trained to use Celox, HemCon, and both granular QuikClot and Combat gauze.  I think best overall is combat gauze, although a competitor has their new version of gauze out.  In rare circumstances, I think Celox will work a little better to get into a few irregular/ jagged wounds.  Overall, though, gauze is much easier to work with.   If you are going to get one, get Z-folded Combat Gauze.

I have used them all and combat gauze is the best by far the best

EDT: to say be sure to stay away from the powders  i have seen them blow into peoples eyes and when that happens its real bad and there is almost no way to save the eye site

I looked into it a while ago, gauze is by far the best option.
Celox or Quikclot?
Celox claims to be less likely to cause cloths that travel through your bloodstream (you dont want one ending up in your lungs or brain)  because they have particles of a certain size and no subparticles like Quikclot.
In a nutshell, go for Gauze , and preferably Celox.
There's videos on how to use them on youtube.

FerFAL

Check out the "Israeli bandage".

Does anyone have training or experience using the sponge style dressing?

Those things are priceless!  As far as the gauze, A rep for celox told me that you can pour sterile water over their gauze and use it to treat burns as well.

They were among the first of the new style pressure dressings, but most who have used both prefer the H bandage.  I can get a lot more pressure with the H.

There is a paper out there where they compared different products  using a porcine model and I think, combat gauze came out on top. This was 2-3 years ago.   As an EMT I was trained on Quickclot, and it didn't go over real welll in EMS..We anticipated more usage being a rural, volunteer agency (not enough people, long transport times, higher percentage of non automobile traumatic injury (ie chain saws, woodworking saws, ag machinery))  In reality the stuff was overused and caused a lot of problems.  Our On Line Medical Director requested that we make it a schedule B intervention (in otherward you need the MD's permission to use).  This was more or less putting us on notice to be very restrictive in it's use.  In actuality if you need it, you don't have time to ask.  Meanwhile, every day we find tourniquets are a better tool then we thought. Soon after that, they moved to QC sponges (still optional, but you couldn't use a hemostatic agent not on the list.)  I think we are still underwhelmed on it's usefullness, but the ER docs are no longer worried about us using it.  Combat gauze isn;t on the official list (or the last time I saw it it wasn't), but that's not an issue for most rural EMTs.

So my take is, except for care under fire, the stuff is mostly useful for non extremity injuries where direct pressure requires a responder, and tourniquets won't work.