I've been googling around and I don't see any Winchester Super-X 165 grain ammo listed, but that's no never-mind.
That factory ammo is probably pushing that bullet at something like 3000 fps and with a normal cast lead bullet you're not going to get nearly that velocity. I'm doing well to get 1800 fps from my cast bullets in my .30-30, but I use a rather indifferent technique and some folks who are more precise in their technique might do better. Still, the .300 Win Mag isn't generally considered to be a cast bullet cartridge.
Actually, for thinned skin game, it's hard to beat the Remington Core-Lokt, and that's one of the less expensive bullets on the market. When I'm comparing vendors, I like to look at the cost per bullet. Midway USA has them for about $26.00 per hundred, which isn't bad for bullets.
Other vendors have less expensive bullets. There's one that's come to my attention recently, RMR Reloading. You can get bullets from him for about 18 cents apiece. Other vendors offer good deals and you need to shop around for those deals. They come and go, and we're always looking for a bargain on good bullets.