I have several thousand older WLRM, so use them a lot. [never had a blowout with these]
Fed 215's and 215M's are my go to primer for the 338 Win Mag.
I still have about 1200 CIL 8½M's, these are the cleanest primer you will ever see, and very consistent.
I use CCI 250's in a couple of specific loads.
Also have several hundred Vihtavuori LR magnum primers. They seem to be very good, but not easy to find.
Dave.