I've bought a lot of TulAmmo, which is pretty cheap. My 45 ACP (Springfield Armory XDM) pistol shoots it just fine, as does my wife's 9mm (Sig Sauer). I've read that some people have trouble with it jamming in their semi-automatic guns, but we haven't had any trouble at all with it.

But with my .223 bolt action rifle, TulAmmo doesn't work at all. It jams pretty much every time I try to feed another round into the chamber. So I don't use that ammo with that rifle after trying it once.

I get the impression that every gun is a little different, and some are very accepting of a lot of different brands of ammo, while others are more finicky. If you can make the cheap stuff work, you can save a lot of money. (I'm not familiar with other cheap brands--I don't know if there are any that are less safe than everything else--I would want to read reviews on it before buying a brand you aren't familiar with.)