You can treat them like jacketed bullets and they are a LOT cheaper. I also have used a variety of coated, lead, plated and jacketed bullets from various sources when they have what I want at a decent price. There are a lot of people I get components and supplies from. Midway, Powder Valley, Ammunition Depot, Sinclair, Graf and Sons, Outdoor Limited, Widener's. SOMETIMES I find what I want at a walk-in store.
The thing about ordering powder and primers on-line is that you have to buy enough to justify the hazmat fee and the shipping cost.