The .22-250, .30/30, .30/06, and the .300 Weatherby all need to use Large Rifle Primers. My rule of thumb with respect for rifle primers is to use a magnum primer when powder charges exceed 50 grs, when loading ball powder, or when the temperature drops below -20 C. Since I've lived in the North, I bought large numbers of primers at a time and use magnum primers for almost every rifle application from cast bullet loads with small powder charges to full powered big game loads. The one exception is that I use match primers for my target rifle loads. Conversely, when I started rifle loading many years ago I used Winchester Large Rifle Primers almost exclusively.
The .40 S&W requires a small pistol primer, it doesn't really matter which brand. Due to the small powder charges in this cartridge, I would not choose a magnum primer.