I'll second Greybeard's suggestion.
Airgun hunting is about accuracy, not power or ammunition performance. A typical conventional airgun puts out VERY little power compared to even a rimfire firearm. You can't count on any kind of shock effect, expansion, or dramatic tissue damage.
The pellet is going to punch a little hole where you aim it. If you punch that little tiny hole in something important, you did good. If you punch that little tiny hole in something unimportant, it won't make a BIT of difference what pellet you picked.
In general, round headed pellets provide the best combination of accuracy and range. If you get lucky and your gun is very accurate with one of the more "game-oriented" pellets these days, then that's great. Otherwise, pick what your gun shoots best and remember the limitations of your hunting tool.
Some of the nicer airgun shops provide pellet samplers that offer you the chance to try a wide variety of premium pellets without having to buy hundreds of each types.
BTW, pellet guns tend to be very specific about their preferences for a specific kind of pellet, and that preference can vary widely from gun to gun--even comparing two "identical" airguns. You're going to have to shoot YOUR gun to determine what works best in it.
That's actually a GOOD thing. Since accuracy is the KEY to airgun hunting, the more you shoot before you hunt, the more humane your hunts will be.
Try asking some of your questions here:
http://www.network54.com/Forum/79537/