RE: Shockwave made by Hornady? Barnes a better bullet?
The price you are seeing for the TMZ is more reflective of the premium for being all-copper, which has everything to do with the cost of copper and nothing necessarily to do with performance or accuracy.
Far more people use the Shockwave/SST than the TMZ, so it's hard to get a good read on the TMZ. I've never tried it but have heard a lot of reports that it can be hard to get the bullet to shoot well in some guns. Based on this and experience with the SW/SST I would say the SW/SST is probably more forgiving.
As for performance again, there are not a ton of reports out there on the TMZ so I have no even second-hand opinion. If you ask those on here who have personal experience with the SW/SST, you will get a vast majority of positive reports with a smattering of negative ones. About the same as any other bullet.
Ballistically, pushed at the same speed I'd guess the TMZ would be a little flatter. Flat enough to justify the price? Not for me, which is why I've never tried them. I shoot too many in a year.
IMHO I think it's first important to pick a bullet that is very accurate in your gun, and put it where it counts. There are only a few choices out there I wouldn't trust on deer.