"There are a few bullets to be careful with, barnes, anything barnes, failsafes, TBBC, Scirrocos." Why?

If I'm trying to develop very accurate loads that are also good for hunting should I be using premium bullets? Should I maybe stick with cheaper bullets until I find the right amount of powder to put in the case and then switche to a higher end bullet?

With all the combinations to shoot I'm starting to think about trying to save some money in the process.

Tom