I have three .36 caliber revolvers:
Colt reissue 1851 Navy, purchased new in 1984.
Remington Navy made by Pietta, purchased new in 2001.
Armi San Marcos copy of 1862 Colt Pocket, purchased used in 2001.
In my Colt 1851 Navy, I regularly use a 24-grain spout with Goex FFFG black powder. A greased wad is rammed firmly onto the powder, followed by a .380 inch ball.
I avoid .375 inch balls but it's not easy to find .380 inch balls unless you cast your own. Warren Muzzleloading offers them. Also, I've heard that a company in New York State offers them via the internet. You'll have to do a search.
With 24 grains and a wad, this is a maximum load. I've dropped down to 20 grains and used two greased wads to take up space in the chamber. This is a good, mild target load.
Without a greased wad, you can go as high as 27 grains of FFFG black powder but it takes a little effort to ram the ball down.
I'd suggest you buy a loading stand. Makes loading easier and it gives you a good rest for the loaded revolver if you need to wipe grease off your hands or whatever.
The 27 grain load is a rip-snorter in the .36 Navy but a good one.
Those who have brass-framed Navies should use no more than 20 grains of FFFG or equivalent. Brass frames are not as strong as the steel frame and will be damaged by heavy loads.
My Remington .36 takes up to about 32 grains of FFFG, without a wad. Or 30 grains with a wad. The cylinder is longer and accommodates more powder. I don't know if all .36 Remingtons are like this.
In the small Colt 1862 Navy, the maximum load is 20 grains without wad and 18 grains with wad. These little, 5-shot revolvers are fun to shoot but have commensurately shorter cylinders and don't hold as much powder as the Navy.
I like Remington caps. Not much of a fan of CCI. Seems like CCI doesn't fit as well and I have more misfires. Whatever cap you use, squeeze it into an oblong shape before placing on the nipple. This will ensure it clings to the nipple during firing or handling.
Use a .380 inch ball if you can find them. Not only will they stick in the chamber better, but the larger ball creates a wider bearing band for the rifling to grip. Accuracy is improved.
I've never found a conical bullet as accurate as a lead ball. They're fun to tinker with but generally not worth the bother. The most accurate I've found is the Lee design. I get lousy accuracy from replicas of old, original conicals or the Buffalo Bullet.
Powder? Why, black powder of course. Never found a propellant that is as good as the original. Not Pyrodex. Not Hodgdon 777. Haven't tried the others because, frankly, I have a good stock of black powder so there's no need for me to buy more. If you can find real black powder, it's really the best choice.
Some replica powders claim that it takes only water to clean a gun. Mebbe so, but it only takes soapy water to clean a gun fired with black powder. Water vs. Soapy Water. Doesn't seem like you gain a lot but you sure pay more for a can of New Zip Wham Blackpowder Substitute. I'll stick with black powder, thank you.
Search my name and you'll find tons of posts on the cap and ball revolver. Particularly useful will be the one from July 6, 2003 entitled, "How to properly use a cap and ball revolver" and one from July 5, 2005 entitled, "Found! Felt for making wads!" These two earlier posts will give you a good start.