Whatever you decide, be sure it is with primers that you can get locally. They are relatively cheap unless you order them online, then you have to pay the hazmat fee. I use Remington STS primers because they work well for me and I can get them locally.
And +1 on knowing the gun and powder. For example, there are Winchester 777 primers and Remington also makes a similar one that is REDUCED POWER. These should only be used with triple 7 powder, NOT with BH 209 powder. So the answer is different depending on what powder you will be using.