A round nose pellet from H&N or JSB are generally the best performing pellet in my experience. I have had no luck with the others. They offer all sorts of gimmicks from light to heavy, bimetal construction, fancy hollow point designs and plating. It's all been crap for me.
I shoot WalMart Crosmans at $7 for 500 and shoot lights out with all my rifles. The H&N 14.66 are a little more accurate on paper. The JSB 13,14,15gr. are a little more accurate at range but a lot more expensive.
My advice is to shoot a traditional round nose diabolo pellet in the appropriate weight range. They are cheap, perform well and will find your sweet spot much faster. When you can shoot the rifle to its accuracy potential THEN start experimenting with pellets.
It takes a couple thousand shots for you and the rifle to settle in. Then when you try a different pellet you can see and feel the differences better.
A fancy pellet isn't going to hit harder or shoot better. The tried and true methods,equipment and projectiles will always yield the best overall performance. Once you have some shots under your belt you have a baseline to work with. Then you can tell if a different pellet performs better.