Best advice I heard was Ganderite. In loading manuals pick out the fastest powder recommended. Peak pressure curve will have passed by the time gasses go into the gas port. Not as hard on the action.
Don't think of the 338wm as a larger caliber, at 300wm velocity. Think of it as a 250gr bullet at 308 velocity. You can get that velocity with light for bore bullets, but this caliber really comes into its own with 250gr+.