Seems like I've tried just about all of them now.....and there just isn't THAT much difference in performance once you get past finding stuff your gun likes to shoot.
Remington Golden bullet HP's- Expand well. Accurate out of my marlin 81TS. Cheap to shoot. They're also really dirty and don't feed well in autos from what I've seen.
CCI mini mag HP's- similar performance to the golden bullets for me. They are much cleaner, and seem to have a more consistent powder charge to them. Expensive.
CCI Velociraptor- Sort of a suped up Mini Mag. Hard hitting, clean and reliable. Good expansion. Not enough improvement over the cheaper stuff for me to use it on a regular basis.
CCI Stingers- Seem to hit harder, but not the best accuracy. Clean and reliable, like all CCI ammo. I guess it offers a longer range, but with the reduced accuracy I don't see much benefit. Another case of it not being that much better for the increased cost.
Winchester Power Points- I like these best. They are as good or better for accuracy than anything else I've tried. They also seem to hit harder than some others, and have good expansion. Decent price too. I'd say these give you the most for your money.
Winchester Xpert- Didn't shoot very well in my guns, poor accuracy. Did seem to hit hard.
Federal Lightning 40 gr solids- Poor accuracy from my gun.
Federal Champion high velocity solids- Very clean, good accuracy. Haven't used them on game yet, but they seem to hit fairly hard. Got these in a 500round pack for about $10. Might be my new plinking round over the golden bullets. They feed more reliably in auto's, and I didn't have any duds in the 300+ rounds I've shot so far.
Peters high velocity 40 grain solids- These have similar accuracy to the golden bullets. Hit pretty hard, and are very cheap. Reasonably clean for loose packed bulk ammo.
I know there's more, but thats about all I can come up with off the top of my head