After owning an inline (remington 700ML) and a slug gun (H&R Ultra Deluxe) I prefer the muzzle loader. It's a bit of a pain to load and clean but for me gives better performance at less of a cost. For me the muzzle loader was easier to get accurate than the shotgun because with the shotgun my only real option was to just try several different loads. And this gets expensive FAST if you don't find something your gun likes real quick. Where as the muzzle loader you can pick a bullet you like, a powder you like and work up a load for it. Much like reloading for a centerfire. It is a tad more time consuming but not as expensive and usually yeilds better results. Just remember that just because you rifle will handle 150 grns of pyrodex doesn't mean you HAVE to shoot that much
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As far as the cap and ball primitive type muzzle loaders ( I call them muskets) they are fun and will kill deer but a good slug gun or inline is more effective in my opinion.
Paul