For hunting:
First, try a bunch of different weights and manufacturers - some rifles are finicky.
180 grains - if going with cheap cup and core bullets, I'd stick with 180's as the velocity of a 30-06 is pretty much perfect for these bullets, and these will do for any big game animals, although for really big stuff (elk, moose, grizzlies) a premium bullet would be a better choice.
150 grains - I'd stay away from cheap cup and core 150's as IME a cup and core at 3000+ fps equals MUCH more potential for meat damage. This bullet weight in an '06 pretty much needs a premium bullet, unless you don't care much about meat damage.
165 grains - I left what I believe is the best for last - with the advent of premium bullets, especially the monolithics (ie. Barnes TSX/TTSX, Hornady GMX, Nosler e tip, etc), the 165 mono performs like 180's of yore and yet provides the trajectory of a 2900+ fps cartridge. Think of a modern 165 mono 30-06 as a 180 300 H&H of old. From the OP's initial post, I assume he's looking at factory ammo - I'd take a hard look first at Hornady's Superformance 165 GMX, followed by any of the other brands that offer a 165 Barnes TSX/TTSX only because I'm not sure if anybody other than Hornady is loading Barnes' in any enhanced velocity ammo right now.
200 grains - I only mention this one if the OP gets into handloading, as outside of a few expensive custom ammo shops, I don't think anybody is putting this one in a factory load. For elk, moose, big bears, this is an often overlooked bullet, and probably the best of them all. It shoots surprisingly flatter than most people would think, and penetrates REALLY well.
For practice:
Buy the cheapest ones you can find at Crappy Tire or Wally World, or wherever else, and get out and practice from field positions - prone, sitting, kneeling, off-hand, standing supported, ie. leaning against a post or tree or a range barricade, and hybrid positions, ie. kneeling with your hand grasping the forend and resting on a stump/blowdown, or on the benchrest at a range (this will probably draw some funny looks from some who only shoot off of a benchrest at the range - funny though, I've never drug a benchrest along with me when in the field), or leaning over the hood of a pickup truck, etc.
The plan:
Buy 2 or 3 boxes of the premium ammo that your rifle likes and use them only for hunting and confirming zero at the start of the season, and practice like above with all the cheap ammo you can afford. Do this, and those 2 or 3 boxes "of the good stuff" will probably last you 10 years or more.