I love the .33 caliber bullets and I have a few .33 caliber rifles after having tried most of the other .33s.
Kind of in order of energy...
.338 Federal is a .308 case necked up to .338 with realistic velcoities in the 2700 fps range for 180s. Equivalnet in enrgey to the .30-06, but with a bigger hole and less recoil.
.338-06 is a .30-06 case necked up to .338 with realistic velocities in the 2750 fps range with 210s. Exceptional accuracy and an good energy increase over the stock .30-06.
Then there are a handful of .338 Magnums based on various cases with various philosophies and a corresponding range of accuracy potential. The .338 Winchester Magnum being the elder stateman and with decent accuracy. The .340 Weatherby also sits here. Most of these are in the 2900 fps range for the 210/225 with a few getting just to 3000 fps. Some, like the .338 RUM, are necked up .300 magnums which keep them for getting much more performance and out of the next paragraph.
After that you move on to the .338 "Supermags". There are a few in this category that are necked down larger magnums getting true hotrod speeds in the 3000+ fps range with 225/250s. The .338-378 Weatherby can touch 3500 fps with the 180s, but the accuracy is poor. The .338 Titan is a personal favorite. The .338 Lapua Magnum is just a shade faster than the normal Magnums with 225s at 3200 fps, but is not belted which aids in accuracy. It also will handle up to 300 grainers with ease placing it in the Supermag category. The .338 LM is a favorit of many long range shooters when they need more than the 6.5s and less than the .41s and .50s.