Not sure how I missed this thread originally. I've been loading for the 6.5s little, speedier brother for a while, and much the same applies....
Hornady brass has been good to me. Every now and then I have a case that the primer pocket lets go a little early, but that usually only happens in the 6-8 firing range. The overwhelming majority has made it 8-10 before I got bored of tracking it.
I can't speak to the quality of the S&B 6.5 brass, but given how cheap you can get the (rather excellent) Hornady 140gr factory ammo, that's the route I'd suggest. Not sure how experienced you are on reloading, but realize that a load worked up for the S&B brass may or may not be safe in Hornady - and vice versa.
For reloading, look at H4350 (NOT IMR, etc - only Hodgdon) and Reloder 16. I use H4350, but I will be looking hard at RL16 at the end of this PRS season, as H4350 can be a bit of a pain in the dick to get. You really have to have money sitting in the bank and be ready to jump all over it when you find it locally or can order it online in quantity. IMR 4451 is also supposed to be solid now, but I had an early lot with serious temperature sensitivity problems.
For primers, I have honestly had the best luck with Russian primers - Wolf or Tula (same crap). Just that switch in primers dropped my Standard Deviation (SD) significantly. I can count on two fingers the number of times in the last 2.5 years that I have seen an SD of 10 or higher on my hand loads, and I honestly think the Russian primers are a big part of that. They are also tighter in the primer pockets, giving a little better logevity before the brass is toasted.
If you can't find Russian primers (and good luck with that...), then I'd look at Federal GMM primers or CCI BR primers. From the PRS folks I have asked in the past, it seems to be a tossup between those two if they're not still using a hoard of Tulas.
Finally, one thing to watch for on the Savage - they have a reputation for cutting throats too short in their chambers, which can lead to over-pressure and extraction problems. The 3 I have seen in personal all got fixed by Savage at no charge, but it is definitely something to watch for. All the ones I have seen were far shorter than SAAMI spec, to the point of jamming factory loads well into the lands. Hopefully yours was cut correctly.