ejg: Lead does wonderful things to game just as is it. I hear you about the A-Frame bullets! When I hear such remarks I remind folks that the plain old lead bullet killed ALL the game the was to be killed with a firearm until jacketed bullets became popular in the late 1800's, and then is was in continued use for a long time thereafter. I have not done any reinforcing of lead but I have done a goodly bit of manipulating alloys. A good friend of mine, now passed on, was a balllistics engineer for the US government and he devised a simple method of taking a cast bullet and quench hardening the driving bands and simultaneously softening the nose. I began experimenting with it almost immediately and found that the expansion was very much like normal, jacketed, big game bullets. The expansion of a 200 grain 30 caliber bullet at 2200 fps was between 38 and 45 caliber. It killed deer, and one Ibex that I know of, quite well. I moved on to shooting game with completely heat treated bullets and found that the deer were dying as fast. For anyone with a "velocity" requirement (that still baffles me) the heat treated bullets might do the trick. These bullets are about 31 Bhn (Brinnel hardness scale) and copper bullets are around 90 Bhn, so they are really quite soft by comparison and the idea that they would act like a fully jacketed copper bullet has not been borne out in the field. A really good hunter / marksman that lives just south of me in JAYB's dream land of Sheridan Wyoming kills all his game with heat treated cast bullets from a 30-06.
In truth though, a very soft lead bullet with a reasonable weight and sectional density fired at at 1800 fps will drop the largest deer handily.
Thar: I have not made my own jacketed bullets though the idea bubbles up now and again. The problem is that once you buy the components and the tooling, you could just about have bought a lifetime supply of bullets. The least expensive outfit I know of is 4-Square, a division of C&H dies. They will sell you the dies for a single caliber for about $250 and you can use them in a standard (stout) reloading press. I think the benefit come in when you are an experimenter who wants to design and use your own jacketed bullets. Otherwise, it's not very cost effective.
The most expensive part of a cast bullet is the gas check. It's a small copper cup that crimps onto the base of the bullet during the sizing operation. They are currently trading at $30/1000 tho a new compoany has opened up that will sell them much cheaper when they get cranking. Gas checks aren't always required. Some bullets, like many for the .444 you spoke of, have a "plain base" and come with no provision for a "GC". For light practice rounds from most rifles -the kind that shoot at low pressures and velocities, you can omit the gas check even from bullets designed for them.
The .444 is a great cast bullet caliber by the way, because you can use every bullet designed for the .44 pistols, from 180 grains all the way up to a 365 grain gas checked brush buster. I built a custom single shot for myself many years back in that caliber with a 1-18" twist barrel for heavy bullets. I took a mule deer with a 365 grain NEI cast bullet at 150 yards. He went about 6 feet before collapsing with a two inch exit wound on the far side of his ribs.
My current "thing" is to paper patch bullets. I have about 40, thirty caliber bullet molds and about 4 for the .303 British. I decided to wrap the 30 calibers in good linen paper up to the .317" or so and then size them accordingly. The benefit of a paper jacket is that you can take a pure lead bullet (Bhn of 9) and drive it at 2500 fps with zero chance of leading and good hunting accuracy. As pure lead is very cohesive, the result is an excellent "mushroom" at any velocity. The NRA did tests authored by C.E. Harris that has paper patched lead-alloy bullets of 150 and 165 grains traveling 3000 fps from a 300 Win Mag and delivering 1.5 MOA.
JAYB is right, lead casting is another road to go down but it's a darned interesting one. ~Muir