There are many different bullet styles for muzzleloaders. What you choose depends on your particular firearm and your intended game. Popular styles include Maxi-Ball and Powerbelt bullets. Consult the owner's manual of your firearm to determine the recommended bullet style from among the following types: 

Polymer tip sabot and hollow tip
A modern projectile that is available in various styles, for this bullet type a plastic sleeve replaces the traditional patch.

Cast lead
Cast lead is a modern style of lead projectile.

Round lead ball and patch
A round lead ball and patch is the traditional style of ammunition for all muzzleloaders.