The majority of Cowboy action shooters that I compete with reload their own ammo for the main match pistols and rifles, this is the only way they can afford to shoot so many matches. The vast majority of Cowboy action clubs pay lip service to SASS rules regarding ammunition, 1,000 fps max for handguns, 1,400 fps for rifles and Lead bullets. This is for safety concerns. VERY few ammunition manufacturers produce ammunition that meets SASS guidelines, and for those that do you will pay through the nose. You need to look at investing in reloading equipment, seriously, if you intend to spend any time in this shooting discipline.
The average 2 day Cowboy match requires a minimum of 250 rds (5 boxes) of ammunition for the main match pistols and the main match rifle. Buying factory ammo on a regular basis could cause your Visa card to bend over and cry!