I use the 44-40 as my main go to rifle around here and have killed several deer with it.
For a Marlin 1894 Cowboy, it's pretty straight forward. With other makes of guns, you can run into bore problems, but Marlin followed SAAMI specs with their 44-40 barrels. With mine, bullets up to .429 will chamber. .430 won't. The brass is pretty thin so care must be taken or you'll crush a bunch of it. I use a Lyman die set with the M expander and a Lee Factory Crimp Die. By usin the FCD instead of crimping with the Lyman die, I solved most of the case crushing problems.
I've used Winchester, Remington, Hornady and Starline brass in plain and nickel and I like the Starline best. For bullets, I've used a homecast Lee RNFP 200gr for my cast bullet needs and in jacketed 200gr Hornady XTP, 200gr Speer Gold Dots and 210gr Winchester Silvertips have worked out well for me. Some of the jacketed come in .430 diameter and I run them through a .428 Lee bullet sizer to get them to fit the gun. Just spray case lube on them and squeeze them through. If it's a .429 bullet it'll work fine. The standard 44-40 jacketed bullet is .427 so it's no problem. But using 44 Mag/Special bullets give a much better selection. But I stay close to 200gr on my bullets as that's what most of the loading data available is for. The Lyman manual is my preference for data on the 44-40.
Powders, I use Unique and 2400. Unique for mild cast bullet loads and 2400 for the faster loads.
Hope this helps