First off, that is a great rifle you got. I would lean towards the Leupold 2-7 power. The reason I say this is because I put on a 1.5x4.5 Bushnell and I wish I had went with a 3x9x40 power. Get a scope with a good eye relief. The Banner I got has a 3.5 and if I went with another it would have as much eye relief as I could get, 4" or better. I have had the scope kiss my brow too many times with my Black Diamond XR. (Actually once to too much in my book). Some other good scopes are the Sightron S-2, Bushnell 3200 or the Millet Gold Buck. I have read some great reviews on them.

As for your load, pellets are easier. Shockwaves in 250 grain should shoot excellent out of your Omega. They do out of my Black Diamond XR. If I were going to shoot pellets I think I would shoot the Triple Se7en powder instead of Pyrodex. After all if your willing to spend that much money you might as well go all the way. Start them at 100 grains and see what you get for accuracy. If it is good you might want to try a 120 grain combination (one of the disadvantages of pellets... if you want to make custom charges you have to get the 30 grains and the 50 grain).

Loose powder is really not that hard to work with. It will save you money. And in the long run you can tune your rifle better. Be sure and swab between shots. Your going to be pleased with your rifle I have a feeling.. Good luck and keep us posted....