I second what Pauls says about the federal primers. They're the softest.
As for adjusting the main screw yourself: it's a piece of cake.
It's best to start with the screw turned as far in (as tight) as possible. Then loosen it slightly (in easy to remember increments, like 1/2 turn or 1/4 turn), fire about 12 rounds, loosen some more, etc. until you've reached the point where it works fine/no misfires (I always tighten it another 1/4 turn from the point where it seems to work fine, just in case). Write down how many turns from "all the way in" you've loosened it. Now you can loc-tite it in place (without loc-tite shooting the gun will loosen the screw)
Just be careful when you take the screw out to put the (blue) loc-tite on it that the spring doesn't come out of the little cut in the frame (bottom of the grip). Put some tape around it or something else to keep it in place. It's not really a problem if it falls out, but you would have to take the side plate off to put it back in.
Just put loc-tite on the screw, put it back in and tighten it all the way and immediately back it out as far as you had it backed out in the ideal position (tighten it an extra 1/4 turn if you want to make sure you're safe).