I've heard good things about the cheap shots, but I don't have any personal experience with them. A few guys I know swear by them - for target practice and for deer hunting.
I do what a lot of other guys do - buy pistol bullets in bulk (Hornady XTP's - 100 for about $22) and then buy sabots separately. You can find bullets in bulk from
www.midwayusa.com and
www.midsouthshooterssupply.com
and sabots as well.
Several guys on this forum have the CVA Wolf and I know some of them have had good luck with a 240 grain or 300 grain XTP with 80 - 100 grains of 777 or Pyrodex. The cheap shot was designed to shoot like a 240 grain jacketed bullet, so it should do good too.