Charles,
Welcome to the Wonderful World of Smoke!! <img src=icon_smile_big.gif border=0 align=middle>
I am assuming that your gun is one of the in-line models, so I will address my comments for such a gun.
I have found that longer(heavier) bullets tend to group better out of the new in-lines due to their faster-twist barrels. The bullet I am having excellent results with is the 348gr CVA Power Belt aero-tip bullet (or the Big Bore Black Belt Precision tip - it's the same bullet, just different color sabot cup). I shoot it over 115gr of Cleanshot loose powder and it can yield sub 1" groupings at 100yds. I would recommend starting your load workup at a distance of 50yds using 90gr of the ffg powder of your choice. Once you settle on a load, site it to shoot about 2" high at 50yds and it should be about dead on at 100yds.
Personally, I love Cleanshot powder if you can get it. It fires about 10X cleaner than Pyrodex or true black powder and I have never had a mis-fire or weak shot while using it. Cleanup is a "snap" when compared to Pyrodex.
I prefer not to use the powder pellets most of the time. Using loose powder allows you to make much finer adjustments to your load than pellets, and since my gun seems to prefer 5gr increments - pellets are pretty much out. Plus my only mis-fire was with Pyrodex pellets - a situation I'd rather not repeat. And I definitely recommend avoiding Cleanshot pellets, if you can still find them - most people I know who've tried them report horrible inaccuracies with them.
And yes, sabots (99%) of the time will shoot better out of the fast twist in-lines, but since all of these guns are slightly different, it sure don't hurt to experiment with conicals. The thing about the Power Belt bullets is that they are a full size bullet (actually slightly underbore) with a sabot cup pressed onto the powder end. They are EASY to load and the cup gives you an excellent bore seal to utilize the full powder charge without using wads, patches, or lubes of any sort.
Hope this gives you a good starting point. <img src=icon_smile_big.gif border=0 align=middle>
"Every moving thing that liveth, I give unto you as meat" (Gen 9:3)
Trust God..........but keep your powder dry!