Federal primers are a touch softer than Winchester and the CCI's are a touch harder, but all should work just fine.
One caution would be if you are using really light loads in any of those calibers with any kind of small rifle primer. That will sometimes cause the breach face to get eroded from gas blowby...not pretty. So, if you're loading something like 130pf in any of them, use pistol primers for a little insurance. Any major load in any of those calibers will be fine.
Thanks G-man. So does that mean I should not use small rifle primers with 9mm minor loads that are around 135 pf?