Big John; I hope I interperted your post correctly; that you intend to buy 9 x 23mm Winchester cases, and not some other type.
Remember that internal capacity is critical, and that thicker brass means decreased internal capacity. Using the correct brass for the caliber is important.
Further, I suggest you use the recommended primer, which I believe to be the WSPM; the Winchester Small Pistol Magnum. I have found in the past significant differences in the hardness of WSPM primers and small pistol magnum primers of a different make. Since Winchester developed the load with Winchester components, use them!!
Happy Shooting, Walt Welch NRA Life Member