Couple of things to think about. Does the rifle you are looking at have options for ignition? i.e. can it use a cap and 209 primer, or just one (may need a conversion kit)? Can it be compliant in 49 states (PA not considered)? It may matter if you want to hunt, say, Idaho.
BH209 is the best of the substitutes. 777 is next, and Pyrodex finishes it off a distant third. However, BH209 and 777 are harder to ignite and need the 209 primer for best results. Caps can do it, but are less reliable. Pyrodex will go boom with a cap reliably. Pyrodex is corrosive as heck, so you have to clean it every time where you can get away with being a bit of a slob with the other two. 777 will leave a heck of a carbon ring at the breech plug if you go too long though. BH209 might as well be smokeless.
One last note, 777 has a shelf life after it is opened. It attracts humidity and gets weak, then just won't ignite.
All powder comments are related to loose powder. I've never shot pellets.
Federal and CCI primers. Winchester 209 primers have been unreliable for me. Other ignition systems are good, but you may be depriming and priming brass cases, or little steel inserts. I like 209 ignition with moderate loads simply because it is easy. High pressure stuff and you need a different system.
Couple of comments on muzzleloaders. The CVA Paramount is nice, I see they offer it in .50 cal now. My money would go to a Knight Mountaineer in .50 cal. The CVA break actions are fine as well, but I like the Knight offerings better. If I were looking for something more spendy, I'd look at the Cooper 22ML or go full custom from Arrowhead or Hankins.
My muzzleloaders are a Savage MLII with a custom .50 cal barrel (smokeless), a .54 cal Lyman Trade Rifle, and a .50 cal custom Billinghurst underhammer.
Have fun. It's addictive. And Read the stuff Sabotloader has on here about bullets, loads and accuracy.
Jeremy