Yep. I tried a bunch of stuff and used a whole lb of powder to not gain anything. I have Federal match primers now mostly. Some CCI for magnums.
Trying stuff is a good thing at least you know where not to go. I'll give my best hints I can towards what normally is the "quickest" results.
Cases: Any brand will do as long as they are weighed after being sized and trimmed, and all real heavy and light cases culled out. This is where Nosler brass is worth the extra money paid. Keep them +-1 grain.
Primers: Federal Match and regular Federal Primers are hard to beat. Sometimes Winchester and CCI are good.
Powder: Pick a powder that comes the closest to filling the case after seating as possible without going over. 98% is wonderful. While compressed loads work, the crush the powder, with today's modern coated powders, it puts too big a variable in the burn. One of my favorite brands is RelOder by Alliant. Hodgden a close second.
Bullets: For the Money it's hard to beat a good old Sierra bullet, while any target bullet maker today are making some darn nice stuff. Grain weight being the biggest factor to be matched up to what your rifle likes with the twist it has, also the seating depth allows the loaded cartridge to function through the magazine and into the breech. The heaviest bullets if stabilized will travel the longest distance better than a shorter initially faster bullet will. This is why the 6.5MM is such a good long range bullet, they are very long for their diameter.
Seating depth: Somewhere in the .015" to .020" range off the lands is usually a good measurement to work with with a standard design bullet. If a solid copper bullet is to be used back this off to closer to .050" as they need a head start being much harder than lead/guilding metal jacket.
Summer/Winter: Test your loads during the season in which you plan to shoot. An extreme temperature swing one way or the other will drastically affect how well the load shoots. Which is really timing more than anything. A barrel vibrates much like a tuning fork when fired. You want the bullet to exit at the same place it is at rest while vibrating. This is why consistency is very important for any kind of an accuracy load.
Housekeeping: Keep good notes when you shoot, with what you did and the results. Have a "book" that you can keep a sort of shooting diary especially when testing loads. You will forget all of the technical information and be doomed to repeat some of it again otherwise. This will also prove to show where trends that work or don't work are going with your rifle. Also a clean rifle is a happy rifle, even a bore snake at the shooting range can help keep your rifle in good order during an extended shooting session. Barrel break in is another subject, but real if done correctly, shoot and clean after every shot for first 10 rounds, every other for next ten every five rounds after that. The bullet will help smooth the barrel out if there is no remnants from the previous shot to impeded that process.
The only other thing I can say with confidence is spend more money on your scope than you did your gun. Some folks have a hard time with this one and hinder their rifle with an inadequate sight for the job at hand. Leupold and some European scopes mostly German are usually good choices for long range. Sure there is a lot of cheaper versions being made these days. Twelve hundred yards can sort it out in a quick hurry.
Hope this helps with your shooting long range, it's the best I know from what I have learned over the years. Nothing will beat you doing your own homework with your own rifle. It will tell show you what it likes/dislikes, all you have to do is pay attention to what that is and work with it. Good luck shooting.