I purchased Winchester primers for years. They were the least expensive on the market and they shot well. The nickel coated rifle primers WLR and WSP were outstanding primers and I used them in AR's and M1a's without any fears of slamfires. However around 2000 Winchester removed the nickel and made the cups thinner. Loads than never bothered a nickel WSR now pierced brass WSR's. I called Winchester and they told me they had made the brass colored primers "more sensitive".
Winchester WLR and WSR have always hot primers; I can interchange WLR and WSR loads when using CCI #41 and CCI #34 primers. CCI describes these "mil spec" primers as magnum primers. But over the screens, the velocities they have produced are equal or less than what I got with Winchester primers.
Federal rifle primers are outstanding but after having two out of battery slamfires with the things in M1's, I am not using them for gas gun loads ever again. But they shoot very well in bolt rifles. Federal is proud to say that they are the most sensitive primer out there.
For pistol loads the WSP and WLP are fine. But Winchester primers have not always been available and not necessarily low cost. Winchester pistol primers used to have a lable indicating that they were magnum primers, or maybe it was they were magnum and standard primers. Whatever the marking, Winchester pistol primers always gave slightly higher velocities with the same powder charges as CCI, or more recently, Wolf large pistol
I have used CCI LP, SP and LR and SR. If they were cheap, I bought them.
In pistol loads, I have not found much difference over the screens between CCI pistol primers and Winchester pistol primers. The Winchester pistol primers seem on the average to be a little hotter than CCI, but not by much. CCI primers of all makes have hard cups.
People who cut mainspring coils, use reduced springs, or use ancient worn out mainsprings, will often complain of misfires with CCI pistol primers. I have no sympathy for those who reduce the ignition reliablity of their ignition system, and then pass the blame to reloading components.
I have recently conducted a little testing with Wolf large pistol primers, AA#5, and 250 L bullets in the 45 LC. It takes a half grain more powder to get the same velocity as when I use CCI or WLP primers. Wolf primers shot fine.
I have a shooting bud who has won the Wimbleton Match at Camp Perry. So I really trust his comments. He said that primers really make a difference on target. I think that comment was directed towards the use of small rifle primers in 308/7-08 cases. There was a time when "bench rest" brass came in small rifle primers. According to him, using small rifle primers in these cases reduced group size by 30%, which is significant. However the trade off was, in cool/cold weather, he had about 30% misfires.
I think there is something to mild primers and improved accuracy. But since I can shoot High Master scores with standard primers, I will continue to use what I have.
I hate maximum loads. Change brands of primers and you will experience occasional pressure problems. Changing primer lots can lead to pressure problems. If you stick to mid band loads, and change primers, you should be OK whatever brand or lot you use.