Despite what others say, I haven't found the Hornet finicky to load for at all. Most loads perform reasonably well, so long as stringent loading procedures are followed. Small charge differences result in significant pressure and velocity differences, and due to the low BC bullets, this has noticable accuracy impacts, even at 100 yards. Neck sizing is mandatory, as are weighed charges, and a fairly deep chamfer at the case mouth. Also, my particular gun took about a thousand shots before things started to really tighten up. I suppose this is reasonable, as the pressures, powder volumes and velocities are so much lower. If it takes a much bigger centerfire a hundred or two shots to break in, why not a thousand for a Hornet.
Primers, brass, bullets, crimp, moly and OAL don't seem to have a huge impact (although they're still worthwhile fine tuning). I prefer 35's as they give the best speeds, and farther point blank range, but I've had satisfactory results with Speer 33's, Remington bulk 46's and winchester 45's. The Nosler 40's gave fantastic accuracy, but are too long to function through the magazine