Nevadabob: There's a great trick i learned on Castboolits for slugging your barrel, I reccomend you head over there and do lots of reading.
Trick is, put some fishing weights into a fired brass case for the caliber you're slugging, as much as you can get in. Melt it down with a propane torch and use a bullet puller to remove the lead once its cooled.
Now you won't have to worry about cramming an oversized slug down your barrel! Remember to lube the slug, and to lube your barrel.
Also: Wait about 1-2 weeks minimum before you try to seat any boolits to check for case swaging. The alloy will harden over time, so if youre going to size, do it soon, and let the lead age harden.
I almost exclusively reloaded plated bullets when I started due to cost, but realized the real cost savings lie in cast boolits, especially for plinking.
Save your jackets for screamers like 223, but anything else really, I think lead is perfect. If you're doing things right, you can take your boolits over the plated 1250fps speed limit.
@Buck: Powder, nuthin'! Gluing an office chair to the ceiling proved to be the real challenge