Sierra Game Kings (and Pro Hunters; GK's are boat tails, PH's are flat-based versions) are notoriously accurate, and work just fine for deer, pronghorn all the way up through elk and moose. The trick to Game Kings (and Pro Hunters) are to keep impact velocities under 3,000 fps. Above that speed, as someone else pointed out, bullets tend to come apart, shed their cores, limiting penetration. As a rule of thumb, if you're shooting a magnum caliber, premiums are never a bad idea. For standard caliber, they aren't necessary. All in all, I suppose it boils down to what your rifle prefers and shoots best with.