North American big game. Coyotes to Moose. Unsure on this, but I'd like to be able to reach out there a ways if necessary. 600-800 yards maybe?
Reading a few things on here I'm really leaning towards 180gr being good enough to work on whatever.
I just bought a Weatherby .300 WSM Vanguard Sub-MOA.
Herein lies my problem. Not being able to load my own yet, I was hoping to get suggestions on factory ammo from guys that have had to do it that way in recent days. I kind of like the HSM stuff simply because I've read some good things about the Berger bullets here on this site. I'm thinking I'll buy a box of those and maybe try the cheaper Fusion as well just to see how things go.
+100 on what winmag said.
I don't shoot "any" factory centerfire ammunition (most of my hunting rifles have never had a factory round shot out of them) so I can't help with a specific cartridge recommendation. In your situation, I'd try two bullet weights:
120g for coyotes and other small animals. You will just have to buy boxes of 20 and see which one groups the best. The bullet won't matter much, it will kill them DRT almost regardless of what it is. The group size will matter so pick the cartridge based on how it groups. Once you find the cartridge that groups, go back to the store and buy 5 or 6 boxes of that exact same lot of ammo. Spend a box or two working out your drop tables, use the rest for hunting.
For big game I'd look for a 180g bullet that groups well. Nearly all of the 180g big-game factory ammo for a .300WSM has bullets that will get the job done. Some a little better than others. I'd start with ammo that shoots the Barnes TTSX bullet, if it will group, I'd get right back to the store, buy 5 or 6 boxes of the exact same lot, work out my drop tables, and go hunting.
To make it work you need to buy from a place that has enough of the same lot in stock to make the second purchase if the cartridge works.
All that said, I'm pretty sure, as others have said, you will break even or even be ahead if you get the minimum of good reloading equipment and get started doing your own. And that's with only one rifle. Trust me on this, you will want another one dedicated to varmint hunting (probably a .223 or one of the 20s). Varmint hunting is just plain too much fun and too much good shooting practice (if you can hit a ground hog at 500 yards you can hit a deer at 500 yards if you load your own).
The RCBS Supreme RockChucker kit (often on sale) plus a vibrating cleaner, bag of walnut shell bird bedding from the local pet store (AKA brass cleaning media) and some lube will enable you to make many tens of thousands of rounds of whatever you want to shoot optimized to whatever you want to shoot it in. All you need is enough to get started. The basics from a good company like RCBS are good enough. You can add other tools as your experience and field performance indicate will improve your hunting experience, and you will understand what you need as you gain experience and interact with folks in this and other forums.
This is one of the best forums on the WEB for a person that wants to put the meat in the freezer at distances beyond point blank range.
Fitch