The speed loading sabots you speak of are given bad reviews at best from the American Rifleman and other idependent writers. To be honest it takes no longer to dump a second charge of loose powder from a speed loader than any pellet combination. Loose powder allows you to customize your shot as well. All you need to get started is a good base load and bullet to start with and customize it to your particular rifle. Then branch out and try other bullets/sabots and powder.

I will give you a base load of 100g Triple Se7en powder (FF or FFF) with a 250g Shockwave bullet cleaning with one wet, one or two dry at the range and you should move on from there. If you do a good job cleaning plain old 209 primers will work fine as well.
You get many more shots per $ with loose powder and in my opinion better accuracy and down range performance.