Lead conical bullets are a full-caliber bullet that is longer than a ball. It can be just a little bit longer or a lot longer, and the longer the bullet, the more it weighs. Most engrave upon the rifling when loaded and can be a little tricky for newcomers to master. They do provide excellent performance on game, and before sabot bullets became popular conicals were considered the best hunting bullet.
Popular Powerbelt bullets are a modern twist on the conical concept. They are sized just under bore diameter so that they do not engrave the rifling while loading. Instead, they feature an attached plastic skirt at the rear of the bullet which seals the bore against propellant gases and helps engrave the rifling. Powerbelt bullets are designed to work with a fouled bore and it's not recommended that the shooter clean between each shot.
Sabot bullets changed everything for muzzleloader hunters. The sabot is a plastic cup that holds a bullet smaller than the bore diameter. The sabot engraves the rifling upon loading and seals in gasses when a charge is fired. The sabot grips the bullet and imparts the spin of the rifling to it, but flies away from the bullet, releasing it soon after exiting the muzzle. The great part about sabots is that they do all the work and the bullet never touches the barrel. While conical and roundball bullets must be made of soft lead so they can engrave the rifling on loading or obturate to fill the bore, the sabot takes care of all those things. The bullet in a sabot can be lead, copper or a mix--there are no limitations on materials or construction. This allows the use of highly-engineered bullets in a muzzleloader; bullets that fly flatter, expand more reliably and penetrate deeper. Also, sabots and copper-jacketed bullets have eliminated a lot of loading-induced accuracy problems with conical or round ballbullets. As a rule, they make it much easier for a novice to obtain accuracy from a muzzleloader. There are many sabot bullet designs to pick from, but if you stick with a well known brand name, it's hard to go wrong. The most popular bullet weight for sabots is 250 grains in .50 caliber, but I prefer 300-grain bullets for most of my hunting.
The best way to load a sabot bullet is in a clean barrel, which includes cleaning in between each shot. This will provide the best accuracy and the easiest loading. The most popular cleaning technique is to use a wet patch, followed by a couple of dry patches, then dump in the powder and load the bullet. If you're in a hurry, as when loading a follow-up shot when hunting, it's fine to load a sabot bullet without cleaning the barrel. It will load a bit harder and might be slightly less accurate. After a few shots this way, though, you will need to clean the bore as the acuminated powder fouling will make loading very difficult.
Propellants
It wasn't all that long ago that the world of muzzleloader propellants subscribed deeply to the Henry Ford School of options. You could use any powder you want, as long as it was black. Even today, black powder remains one of the best options and often produces the best accuracy. For a muzzleloader rifle in a hunting caliber, you can't go wrong with FFg black powder. Black powder has a lower ignition temperature than any of the substitutes and is a better choice for sidelock guns, which have a less efficient ignition system than modern in-line rifles. In most circumstances, black powder is the only propellant to consider for use in a flintlock.