I buy just a few bags of mushroom compost each year, it is great stuff, and holds moisture well.
Most of the compost I buy comes in bulk from from the city, made from leaf and limb waste and biosolids. That compost has a 20+ year history of production, the process is closely controlled to kill pathogens (temperature), and is routinely tested for chemical quality and pathogens. It is highly sought after in our area, $20 will buy a cubic yard (dirt cheap "dirt", buying that volume in bagged mushroom compost would cost $143). You can grow just about anything in it, and it drains well. It does have some wood fiber "fines" in it, so I let it decompose a few months more in my beds before planting root vegetables in it.
I also produce my own compost, mostly cut grass, pulled weeds, and chopped leaves. I mostly keep vegetable garden waste out of that. I have a simple two bin system, I'm processing about a cubic yard in that system now.