I've tried many pellets and by far the best I've found are the Crosman Premier 10.5s (Ultra Magnums). Yes, yes, heavy pellets bad for the spring, etc, etc. They shoot the best by far-- to me hitting what I aim at is the most important thing. I've shot probably 1000+ of the 10.5s and my CFX is doing fine. If/when I break a spring I'll happily get another-- and continue shooting the 10.5s.