orangemushroom: You are right....the .36 cal is more economical to shoot. In fact, Mike Beliveau(duelist1954) recommends this caliber as a good first c&b revolver. By the way, if you're looking for good, solid information on c&b revolvers or bp shooting in general, this is one the very best sites on youtube. Highly recommend it. I started out with an 1851 Colt, then progressed to the 1860 version later. And thoroughly enjoyed both. I would not consider one necessarily better than the other. Though I do consider the '51 Navy as having the best balance and handling, among all the cap and ball revolvers. It boils down to personal taste.
Admittedly, I haven't had to buy any new cylinders (whether cartridge conversion or percussion) for some years. So not completely up to date with whatever magical new gun laws may have popped up overnight. The so-called "evergreen" laws the Libs like to talk about. So as far as my knowledge goes, the frame of the revolver is the registered part.. Things like barrels, cylinders etc., are still considered spare parts. So do not require any special consideration. I am sure there are more knowledgeable members of the forum who can speak to this, if wrong.
Should you wish to shoot either smokeless or bp cartridge interchangeably, you might also consider the so-called "conversion"-type revolvers. This includes modern reproductions such as: "The New Model Army". "Army". "Navy" and "Open-top" conversions....as currently sold under the Uberti brand. These reproductions copy some of the early cartridge conversion revolvers that appeared shortly after the American Civil War, and were at the time, a popular way to turn previously cap and ball revolvers into cartridge guns. They are still a very popular and period-correct way to enjoy these Wild West reproductions. Worth a look.
The " '51 Navy"....ie: The very popular Uberti 1851 Navy conversion revolver, for example, is chambered in .38 Special and features a .357" dia. bore. So easily accommodates modern .38 cal. ammo. Likewise, the various 1858/1860, 1871/72 cartridge guns. These are primarlly chambered in either .38 Special, or .45 Colt. But have been available in limited runs of .44 Special. As a matter of interest, I am fond of the 1871/72 revolvers, so may add a couple of these to the stable too, in the near future.
This may muddy the water a bit more, in your quest to own a cap and ball revolver(I believe everyone should own at least one)...but might at least offer further insight into revolver choices and options.
Al
ps: As already suggested by others, if you are set up to cast your own ball, this is the best way to avoid any headaches in sourcing them. Leaving you free to choose whichever caliber you like. Requires little in the way of equipment or cost. Just a place to cast.