I have loaded a fair amount of nickel plate for my 300WM, since this is what the original Federal Premium ammo came with. The nickel plate seems to add brittleness or something, and does not last as long. I purchased a die from http://www.larrywillis.com/that is supposed to resize the area just above the belt, which is an area that tends to give out after a few reloads. I have not used this device long enough yet to report any benefit.

In addition, my Dad's 300WBY (Winchester M70) would seem to have a hard time ejecting nickel brass, but is fine with regular brass. I only purchase regular brass now, usually Winchester.