I have an older BDL Custom Deluxe in Whelen. Often refer to it as my precious. As a factory gun, it has a 1-16 twist, as was most common on .35 guns. Not that it's a big deal, but that twist rate supposedly won't stablise 300gr properly, and that is why Barnes aren't bigger than 225gr in .35.. This may be something you'd want to think about if you are going custom.
I personally stick to 225 TSX over IMR4064 and 250 Hornady over H4895. The Hornady's are over published max, but safe. They let you know when you've touched them off though. They also are about 5' low at 500 yards.
I'm not recoil shy by any means (6'1", 210lbs) but I don't really care for it. As such, I generally find that the Whelen doesn't bother me too much until there's been a box down the tube at range day, even with a lead sled.
Until I started handloading, I used 200gr Cor-Lokts, and they shot just fine. I took several whitetails and a 44" moose with them. They did very well, however they were purchased about 7 years ago so I am unsure of the quality of them today.
There are newer cartridges, there are faster ones. There are are shorter ones and there are more popular ones. But they certainly don't change the fact that the Whelen is still a great one.