Good advice here. I'd also recommend loose powder- Pyrodex, Triple Seven or Blackhorn 209 are all good powders, Blackhorn is less dirty and less corrosive than the others, though I've never had any problems with Triple Seven.

As far as bullets go, if you are allowed to used sabots, I would suggest trying out several- there are a lot of good bullets out there, including, but not limited to, 250 grain Gold Dot, 250 or 300 Grain XTP, 250 Barnes expander, and many others.

It will take some experimenting to find out what works best for you. Good luck!