My advice is to follow a reliable reloading manual (or better yet two or three) and begin at the start charge for your caliber with the specified primers in the manual. When adjusting your load, make sure to take into account things like full metal jacket bullets versus lead bullets which affect pressure, etc. As mentioned above, what generally gets people into trouble is starting their loading at the maximum pressure and then changing components from what your manuals specify such as bullets, seating depth, primers, or god forbid powder to fit what they have on hand. If the load is hi pressure (for a pistol) like 9mm, .357, or .40 to begin with, your margin for error is smaller, and one small change has the potential for doing bad things to your gun, yourself, and others.
FWIW, I once received some .38 handloads from my father-in-law based on some old Skeeter Skelton powder loads. Fortunately, I fired them a gun built like a tank, a Ruger GP-100, and the roar and the massive orange blast from the muzzle was quite impressive in a indoor range, but not so pleasant was the massive leading of my barrel nor the unexpected recoil from just a cylinder worth of bullets. Later, I found out why this was so. I read later that Skeeter found it easier to get .38 special brass for free rather than buy .357 brass but the powder loads that he was specifying were .357 in terms of pressure and velocity. Obviously, .38 Special brass is designed from the get go for a much lower pressure than .357 brass and Skeeter's loads could have resulted in case separation or worse. Fortunately, no one got hurt nor was the GP-100 damaged but it sure could have been.
As far as brands go, I usually use Winchester or CCI because they are a bit less sensitive than Federal. I have also during the great primer shortage used Wolf large pistol primers and they did ok as well.