I use Winchester primers....They are the hottest burning primer, which is a good thing when your trying to light off a muzzleloader. I have never used CCi's in a muzzleloader, but they are great in my pistol cartridge loads. Remember to stick with one brand, as your muzzleloader will shoot differently brand to brand.
Handle these with care. If they come in contact with any moisture, regardless of brand, they will misfire. Often people blame misfires on the brand, when a wet pocket or a drop on the ground is all is takes to contaminate the primer. Keep them in a some plastic container, or most quick loads have a contained spot for them. Also, after cleaning or before your first load, fire off a primer to clear the breach plug, any moisture or lube in the breach plug will also play havoc on your primer. Good luck!