No, you don't have to be saddled with the cost of buying jacketed bullets. In fact, I seldom shoot them. Started out with cast lead practice, sabot rounds and basically this is what I now shoot. As a hunting round, I had some boat-tails from Cabelas that really shot great but they no longer carry them. I basically shoot a .44mag pistol lead bullet, in my "non-traditionals". I usually save my RB's for my traditionals. You can shoot an RB, out of a fast twist but you can't push them hard. Takes a little time to work this shot-string. ...or should I just stick to jacketed projectiles?