Gatofeo has a lot of good advice.
For me the caplock six gun is a lot more fun than a single shot, though I have been wanting to build a flint lock, if I can ever find the time. It's also a bit more complicated than a single shot though it's simple enough you'll learn quik. My favorite shooters at this time is the 51' navy colt clones, one is Pietta and one is a Uberti. Accurate, easy handling, natural pointers, 36 cal. uses less powder, has low recoil, and requires less lead(I cast my own balls) and is plenty powerfull(average vel. in mine with 22 grains of Graf's 3f black is 900fps) Some swere by the Remington replicas, they are superior in design to the colt, but are not the natural pointers, have cramped grips, and are not as elegant looking to me and bind up quiker due to powder fouling.
Stay away from the cheap guns that some importers sell, most require a lot of work to get working rite, then again sometimes not. Quality seems to vary a lot. One gun will be near perfect the next will be utter junk with the majority somewhere inbetween. I've bought from my local Uberti dealer, Cabela's, and Midway. Cabela's is hit and miss, my favorite navy came from them along with one that was utter junk. Midway was pretty good but required a little work, nothing major and will order from them again.
I haven't used Taylors but have heard good things about them, along with Cimeron.
All of mine I have had to change from factory nipples to Tresso to fit the #11 cap. You can get by with factory nips but will have to pinch them to stay on and I use a snail capper and Tresso works great.
If at all posible get the very best one you can, manufacturing mistakes and inexperiance in how to fix them can turn a very enjoyable hobby into a painful experiance. Though to be honest most of the problems I've seen have been fairly easy to fix with minimul hand tools.
Also if your chambers are rite, and you use an oversize lead ball you won't have anyproblem with a chain fire from the front with or without lube, if your chambers are rite.. What you will have is a quik build up of fouling and posible leading and a tougher time cleaning. I use eigther a swipe of crisco over the tops of the balls, no need to fill the chambers up, just a good smear. Or I use lubed felt wads under the ball. Most chain fires come from the nipple end, eigther the cap gets set off, happend to me once, no damage other than a few minits to dig the ball out of the loading leaver. Or cap falls off and fire gets in through the exposed nipple. I have fired thousands of rounds over the years out of everything from walkers to remmingtons down to the navy colts and only had one chain fire so far, and that was due to flame running down the hammer cut out and through a hole I drilled for a breach ring and hitting the bottom cap square. Filled the hole and had no more trouble.
Good luck and welcome to a hopefully new darksider