Once you have an idea about what weight of bulletor bullet/sabot combination that your rifle prefers, then buying some bulk sabots and a box of lead bullets in the same weight class will give provide some cheaper fodder for experimentation.
Lighter weight and length bulletswill usually workin a fast twist barrel, and some folks say that even round ballswith the right size sabot willshoot okay.
I heard that some of the Knight rifles willshoot patched round balls fairly good too.
There's nothingwrong with downloading and shooting at shortand mid-distance ranges.