I've shot a lot of the MG's, but that was mostly when they were available from vendors that I saw at matches. I still have a case left and will shoot them eventually. In my experience they are very good bullets, but as others mentioned they are not the cheapest any more.
I have shot Zero's in the past and have a couple thousand of them left as well, but I am currently shooting the Precision Deltas which do what I need. I pick them up at matches from Tom at http://actionshootingsupply.com/ (their website is old and you cannot order online, but the contact should be good). I can't consistently get the Zero's as cheaply.
Montana Golds were a USPSA staple for a long time and supported the sport. They were never cheap, relatively speaking. Back when Ranier bullets were $54/K of 40sw, MGs were selling for upwards of $75-$100/K. They always provided samples at major USPSA matches for many to try. I just could never afford them. I found that going to Moly bullets lowered the amount of powder I needed, the cost of bullets and meant more shooting for me. The downside of moly is the smoke but it's still less than pure lead.