I've got a .338 Edge. I prefer Nosler brass over the Rem. brass. The recoil on the bigger guns isn't so bad; but the blast off the muzzle brake is seriously loud. By the way, I'd take the .408 Chey-tac over the .416 Barrett, or maybe a .375 CT.
Lapua brass is very nice quality for the .338 Lapua...$$$. You pay either way.
If you have to ask whether it's worth the expense, you might not want one anyway. A proper scope for a big rifle is not going to be cheap either.
The Chey-tac guns/ammo are seriously cool. I have a .300 win mag that's my "long range" gun, I've never needed more, but I'd love to shoot one of these +1000 yard guns.