I've mostly used CCI for my rifles & pistols. Never tried Winchester. I believe that all rifle & pistol primers are apples to apples. I'm not aware of any difference.
However, I've almost always used Winchester shot shell primers for my shotguns and I've shot thousands & thousands of rounds. Always worked just fine. Don't recall any FTF.
The only caution that I'm aware of is comparing Winchester to Cheddite shot shell primers. The Cheddite are a little hotter and reducing the powder charge by 1/2 grain is recommended for them.