I've used only about 1,200 Precision coated bullets (HiTek?) and powder coated a thousand or so more. Precision bullets in my 45 ACPs and my 9mm worked great. No problems with handing sticky bullets, all shot clean, and accuracy on par with jacketed. I used the same methods (load data and sizing) as my cast lead bullets. Home powder coating can get involved w/supplies and equipment, but not any more than "regular' sizing/lubing cast bullets. There are "entry level", simple methods that work quite well too. Hi-Tek is also available for home application and isn't too difficult.
If I were to buy cast/coated bullets I'd give them, Badman Bullets, a try with a minimal first order (100?) and see how I like them (I'd measure the diameter and weigh a bunch to check consistency).
For as much info as one might need for coating bullets, go here http://castboolits.gunloads.com/forumdisplay.php?184-Coatings-and-Alternatives