NitroX,

There are two types of brass cases. First there are those that were designed for later brass cased bore rifles. These are thin brass and the guns they fit have larger bores due to the thinner case walls. The second type of brass case is, I understand, a more modern adaptation to make brass cases that fit in paper case bore rifles. Since your Westley is an early paper case gun, you would need to order turned thick all brass cases if that's what you fancy. I believe they can be obtained in the States from http://rockymountaincartridge.com/ and I know John Millar in BC can make them. Obviously you would have casts and measurements of your chambers and ball diameter ready when you place the order.
Nice Rifle, I agree with the others, get it up running with Blue Dot and cut down plastic...then you can play with the other stuff at your leisure.