I've shoot lots of cast .45 Colt bullets out of a Win '94. I'd recommend hard cast alloy bullets over regular lead. I've noticed a lot less mess with alloy bullets like Oregon Trail or Sierra Nevada make. Regular lead bullets in factory ammo smears all over the place, even before it gets to the barrel. Hard cast alloy bullets did deposit some in the barrel, but it was pretty easy to clean with lead-away swatches and the usual treatments. Anyway, a little lead build up isn't any huge problem.
I found jacketed rounds in .45 Colt to be inaccurate and generally useless. They also suffered badly in the magazine tube. For leverguns, you want to be able to put a nice tight crimp on the bullet or the force of the magazine spring will cause it to telescope into the catridge and come to rest against the powder. A large percentage of the factory jacketed ammo did this in my '94, even though the spring wasn't all that powerful. I had to load rest of those boxes one catridge at a time.
One final consideration. I've seen data suggesting that HP and SP jacketed rounds simply do not expand properly at under 1,500 fps. I can't verify this independently, but it's something to consider.