I got into muzzleloading for deer about 12 years ago...and have never looked back. I live in a shotgun-only zone (Southern Lower Penninsula of Michigan) Your choice is a shotgun with a slug/buckshot, or you can use a muzzleloader during regular firearm deer season. Plus, there is a special late-season muzzleloading only season. Double bonus.
After I missed my third deer with a slug

, I decided that it was time to look at other options. Back then, there wasn't the selection of rifled slug barrels and ammo choices like there are today (not that was within my budget, anyway). So, I bought the CVA Firebolt .50 caliber in-line when they first came out and put a 3-9x32 scope on it. I can fling a 180 grain XTP at 1900 fps and keep them in a 1" hole at 100 yards (from the bench)

.
Now, I'm not so sure I would consider shooting them cheaper. I think I figured out it costs me about $0.80 every time I pull the trigger.