There are some pretty versatile powders, like those mentioned above. But my experience is like Walkalong's. So I've settled on some powders that are reasonably good across my main rifle calibers (.308, .223), and some powders that work in my main pistol calibers (.45, 9mm). I have only 12 gauge shotguns, but ended up using Clays in them. It also worked in my .45 ACP reasonably well.
I mostly do shot/medium range, informal target shooting now. So my needs are not geared toward maximum loads. The kind of shooting you do will probably determine your loads and limit the usefulness of some powder, primer, bullet combinations.
Take a peek at some online data sheets for companies like Alliant or Hogdon, and examine the data in a good reloading manual. Experimentation can be a lot of fun.