We use a lot of shotgun primers in CFDA shooting. Our ammunition uses wax bullets with bras cartridges specifically cut to hold a 209 shotshell primer. The propellant in the primer is the only propellant available to start the bullet down the barrel.
If you are interested, there is a video on CFDA ammo here.
I'm the storekeeper for our club, responsible for having wax and primers on hand. And, we use a lot of both. I normally order primers in lots of 15,000 and that will keep the club shooting for six months.
Across the whole organization, I don't know a single shooter who uses American primers. The common brands like Winchester, CCI, or Remington don't see to do well in our game. We use European primers. Wold, Nobel, Rio, or Fiocchi seem to the the standard.
I've shot them all, and while I have my preference, it's not really important in the current supply crunch. All of my suppliers were out of primers this morning, so I remembered a place that a good friend had told me about, The Ammunition Store. Luckily, they had a supply of Wolf 209 primers and I was able to make an order. If you're looking for ammo or reloading supplies, gie them a look.