I like Winchester brass in American made & Lapua in euro made & over all...if it made for the caliber in question. I supect WW is made in all of the WSM's. I was able to pickup couple hundred 300WSM when I got the gun & haven't needed to look for Lapua yet.
In the past I've used Federal as a "Field Brass" as it's close to WW's in powder capacity....but as you've found out the primer pockets are the 1st thing to go in Fed brass, so my hunting loads are in Federal Brass, PP's or very tired WW's so I'd don't get all OCD about picking up brass instead of watching where the critter went.
Remember Aesops Fables outcome of the "Scorpion & and the Frog's" crossing the river when they get to other side
TooTaToo...We have MET the Enemy...and He is US !!... Pogo
Those who fail to learn from History are doomed to repeat it...George Santayana