Two issues I've run into.
1. When using substitutes it's nice to have a hotter cap. RWS, Remington, or CCI magnum. Basically anything other than the non-magnum CCIs. This will show up with longer ignition paths - you won't see a difference in cap and ball.
2. My 1851 and 1860, both Pietta, both bought at the same time, had light mainsprings. Bad batch I guess. They had trouble popping CCI caps more than 50% of the time. Remington went to 100% on one and 80% on the other (ended up replacing the mainspring on that one which did the trick). I'll probably replace the spring on the other one at some point just to have the flexibility.
So all in all Remingtons are my works-with-everything go to cap.
Haven't used Winchester but people seem to think they're actually made by CCI...