Most of the lead pistol bullets sold are not gas checked, nor do they need to be. Gas checks are a nice idea when you will be running hundreds of bullets through your chambers and barrels at fairly hot velocity.
You can't simply crimp on a gas check onto any old cast lead bullet. The mold for that bullet has to be cut with a rebated base. You seat and crimp the gas check on the bullet while you are sizing it.
The gas check being harder than the lead base, resists the high temperature and pressure of the propellant gases, in theory keeping the base cleaner for better accuracy and the throat and forcing cone cleaner for longer sessions.
If your idea of fun is running 500 max load 240gr swc on top of a small mountain of 2400, maybe you should invest in the equipment.
For any lighter use, you can probably get by with plain old hard cast lead.