the answer somewhat depends on the cartridge, rifle, and loading you use. I interchange primers some but only when I'm not at full max loading. I tend to use loads that are about a grain to 1.5 grains or more BELOW max and I think that can give you a little cushion in most cases. If you are uncertain, drop down a 1.5 to 2 grains and work up.
Now if another poster knows better, I'll defer to them.
Places I'm real careful are loading for 9mm Luger, top loads in my 41 mags, and 300 win mag. I don't have a lot of experience loading the 40S&W yet but I'd be careful there too since its my impression that these high pressure, small case loads are more sensitive to slight changes in powder - or primer. I have interchanged CCI Large rifle Mag, Fed 215, and Win Large Rifle Mag in my favorite 300 win mag loads with no noticeable differences, but I'm a grain down from max I think. HTH