The 338 Win Mag is very versitle. What are you planning on hunting and where?
I own a 338 and I normally use Remingtons 225 grain Soft points as a general purpose.
If I were headed for something larger than Deer and Elk I would change to a 250 grain bullet for Moose or Bear in up close encounters.
If smaller big game is on the list, as the earlier post says 160 grain bullet will be a great flat shooter for open fields or plains for deer and antelope and even elk.