This type of question always seems to open up a can of worms.
There's advantages and disadvantages to every kind of muzzle loading action and barrel twist.
Inlines shoot saboted conicals which are often more accurate for longer range hunting, but are more expensive. Their fast twist barrel does not shoot patched balls well, and sabots require cleaning between shots or loading becomes very difficult and accuracy suffers. 209 primers are more expensive and some guns require plastic primer holders to use them too.
Sidelocks are usually designed for shooting patched round balls, and cleaning between shots is usually not necessary. Depending on the barrel length, they are great mid-range hunting guns and plinkers, and the 1 in 48 inch twist barrel models shoot conicals and sabots very well, sometimes out to 75-100 yards. You can find them used for a lot cheaper than you'd expect, $100 - $200. The Traditions Deerhunter can be bought new for about $175.
Sidelocks are very reliable, but just a little less reliable than an inline. They require more careful cleaning since there is is no removable breech plug. But shooting patched balls is more economical and infinitely more fun, especially for target plinking. They are just easier to load & shoot, and don't usually require as much powder for good moderate range accuracy.
My own hunting inline uses an #11 cap and it's never failed to fire, and rarely do my properly maintained caplocks fail to fire with #11 caps. It's the flame channel & nipple that needs to be kept clean after each shooting session.
There is a device to use small rifle primers and I believe another to use #209's with some sidelock models, but reloading the cap becomes a chore since the mechanism needs to be unscrewed each time. People usually only use these as ignition insurance while hunting.
There's a glut of used sidelocks out there if you look around hard enough.
Inlines are more for hunting, sidelocks are more for recreational shooting, but both can be used for each purpose in the end.
Some states have restrictions on which type of action, ammo and sights can be used for BP hunting.
