leon, I use my .300 Wby Sako for deer hunting more than any other rifle I've got. Close range shots are common for me, so as far as bullets are concerned, I've settled on the 168gr. Barnes TSX. It's very accurate for those longer shots, but it's tough as hell also for those close encounters. Here's my load.
168 gr. Barnes TSX
84 grs. RL22
Fed 215M primer
Work up to this load, of course. Your rifle may max out with less powder and if you use Remington brass you may not be able to use 84 grs. since Rem brass is thicker than Norma brass. Good luck.