1. Don't ever buy coated turf seed. It is normally coated to provide filler for the bag. Nearly all studies have shown that coating does not enhance establishment or reduce water, despite companies like Scott's saying it. They just get to sell 1/2 the seed for more money.
2. Buy from someone other than a big box store. I would make some calls to turf seed retailers. If they are good at what they do, it will be one of the few things they do. I mentioned two in the Twin Cities above, but these can be found in most areas that would be considered cities.
3. There are all kinds of tools out there for selecting the right cultivar or species for your location. Admittedly, they are generally not all that easy for homeowners to use. This is where I would start:
https://maps.umn.edu/ntep/#expand_button. I am a big fan of the fine fescues for most lawn uses in the upper midwest. I would focus on chewings, hard, and slender creeping red fescues, and just have a custom mix made with one or two species of each. The fine fescues have low mowing and nitrogen requirements, tolerate more shade than any other species adapted to our climate, and have higher disease and drought tolerance. They are also the most salt tolerant of all cool-season turfgrasses, so they work well along sidewalks and driveways. The biggest downside to the fine fescues is that you need to stay off of them if they are stressed. It is about the only way to kill them is to mow or let your kids or pets play on them when it is over 90 out and the plants are already stressed. There are literally fine fescue cultivars that are marketed as glyphosate tolerant (I wouldn't necessarily recommend them, but this is just to point out how hardy they can be). If you have kids and larger pets, I would look at turf-type tall fescues. They are a little more traffic tolerant and have most of the benefits of fine fescues, but do have to be mowed a little more and are a little coarser to the touch. If you want specific recommendations for species or cultivars for a specific use, just PM me.