Articap & Pahoo are both right as rain. I have had rifles that shoot pellets better, than loose, and others that shot better with loose. Neither of them will shoot different enough to miss a deer under 100 yards. My biggest concern with the two was the cost. I like to shoot all year, and the difference in price is what changed my mind about what I use.
Around here, I have to give around $32.00 for a box of pyrodex select in pellet form, and I'm forced to use 100 grains per shot. 50 shots to a box is around .64 cents. With the loose, my cost is around $26.00 a pound, and I get to use the 90 grains that I prefer to shoot, and a pound yields around 78 shots per pound, or about .33 cents per shot. That's almost 1/2 price which means more shots for the money. With the cost of bulk sabots from MMP and Bulk bullets from Hornady, my cost per round is a little over a $1.00 a shot. If you buy the pre-packaged bullets and sabots from your local wally world, you can be spending $2.50 a shot according on what tickles your fancy.
I will shoot a couple of hundred rounds or so through the year at the range and a few more than that at a few hogs, deer, and the such. You can see quickly how much money can be saved by shooting the loose over the pellets.