I'm new to .44 mag reloading too and have experimented with hard cast, copper plated, and the Hornady XTP jacketed.
Here's what I liked and didn't like about each of them, YMMV:
Hard cast: Good and cheap for plinking/target shooting, but if you're shooting at an indoor range, it's going to look like you're laying out a smoke screen! The range needs to have great ventilation for these. You gotta keep the velocities lower on these rounds too. I've also noticed that my seating die got pretty mucked up from the lube. I stopped using these even though they save a ton of money. These were the Lazer Cast bullets.
Plated: These can be a good compromise. They are slightly more expensive than hard cast (60-68$ for 500 around here) but they don't smoke. I've found that you can't really push them to the same velocities as the premium jacketed bullets. I noticed some copper stripping off and an occasional odd shaped tear in my targets under full power loads. If you back off the charge a bit, these will work great for you if you're just target shooting and want to save money. If you like the big flash and bang though, these will give you problems. I was using X-Treme plated bullets.
Hornady XTP jacketed: I like the big flash and bang, so these bullets are what I'm currently using. You can load these as hot as the manuals say with no issues at all. The only down side to these bullets is the cost. 25-26$/100. My tactic here is to buy these one or two boxes at a time, as money permits, even though I don't really need them at the moment. I've currently stockpiled 800 of these so far.
I might go back to trying the X-Treme plated but with a slower heavier bullet this time to see if the copper still strips off. I could save a lot of money if I find the right combination! For me, the hard cast is out just due to the smoke and mucking up my seating die. Hope this help you and maybe saves you some time and money experimenting around!