The CO2 thunder Bs as others have pointed out are rubbish.
I've only heard good things about BFGs
As for the AI Cyclones - yeah they are fun to play with and do kick out the BBs albeit not very hard. But be prepared to lose/break spoons, pins, shuttle heads, o-rings and the head of the grenade. Also they are made from an all plastic design so are not as durable as others. Lastly, when they do detonate some people don't even know what it is until you tell them "it was a grenade, cos i shouted FRAG!"
The AI XL burst might be better as it has an aluminium body, but you have to keep replacing the burst discs (hint hint buy the same plastic they use for sweet wrappers such are roses and cut them into discs the same size), also they dont have a spoon to lose but still have a pin.
As for the 40 mike, many sites dont allow it, if they do theres a lot of restrictions ie body only with a MED.
AND LASTLY the M.A.S.S. Grenade, a kickstarter smart grenade, built in the UK, by a professional engineer. BIGGEST SCAM EVER!! though in fairness i think the original inventor just tried or promised too much with feature creep as well and could not keep up demand and keep manufacturing costs low enough.
There are probably more grenades out there i failed to mention, there was that one with a single main body and several outer bodies like a cylinder and ball but cant remember its name.