I have used both for pistol ammo. I'm only loading for range use and plinking. I don't change my load when I switch from one to the other. Federal primers are softer than CCI primers. I prefer Winchester and Federal primers in load I use for pistols with reduced hammer springs. Both of those are softer than CCI and Wolf are so less chance of a light strike. If you are loading to get the most accurate load you can, you need to work the load back up when ever you change components including different lot numbers. For most pistol shooters I don't think you would notice much difference when changing primer brand as long as you are not trying to sub a mag primer for a standard primer.
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