I shoot PRB (patched round ball) in period correct fur trade era rifles. I only have percussion cap type sidelocks in slow twist barrels, so not much of what I want in a muzzleloade is what you're looking for. No substitute, BP only. I mould my own ammo. Muzzleloaders are great fun!
That said, like most things in life, you're going to get what you pay for, and something from Cabelas for under $199 probably ain't going to be an optimum setup right out of the box. If you're serious about hunting and really want to extend your season then I advise hitting a ML'er dedicated hunting forum and seeing what the most successful hunters are shooting.
I also haven't been shopping for a new frontstuffer in a while, so I really don't know what's out there at the moment, but Thompson Center used to be considered a decent blackpowder rifle. Some of the Knight Ind. rifles seemes to be pretty well respected too.
Jester's Red shoots muzzleloaders too, maybe she's got some advice for you.
Good luck and keep your powder dry!