What RiverRat said.... AND.. You may find that after your Federal brass has been shot 3 or 4 times and the primer pocket expands to where Winchester & Remington primers are too loose, you switch to CCI because they fit a little tighter and you can get a few more firings out of it.

After you work up the load again, of course.

I find Winchester & CCI have about the same horsepower. On my favorite work up of 55.6gr of H4831 in my .270 / 130gr Nosler, the CCI primers seem to fire about 2 inches or so higher than the Winchesters.

Pick a brand, any brand & work it from there. Before you know it, you too will have a few boxes of each brand with one brand you favor overall....