Brand does make a difference but as a beginner you don't want to jump all up to the expensive stuff. I shoot the same Winchester High Velocity steel that Cjwink shoots and it does fine for me. The problem with steel is that it has less density than lead so it will not fly as far. Having the extra velocity behind it helps you get out there as fast and with as much punch as possible. There is also a tungsten round that is more dense than steel but you're looking at paying 30 dollars for 10 rounds. Stick with the winchester high v or remington nitro which about 2-3 bucks more than winchester hi-v