Stay with the 250gr. or heavier bullets unless using one of the failsafes or Barnes TS. Then, the weight can be reduced a bit to maybe 225gr. with them. End to end penetration is what you are after - with an exit if possible. That rules out all of the Sierra or bonded bullets. They work fine on Moose, but are lacking on big bears.
: The old Speer 275 was a terrific bullet for moose - too bad it's gone now. I would not be concerned about it on big bears, either. I tend to prefer something in a .458 calibre personally, but the mille ones like the .338 are just fine.