JP–I guess it really depends on what you prefer. For myself, I would keep them all, but, if I HAD to choose I would pick the U.S.C.Co. with an intertwined “US” on the primer. In my opinion there is no significant difference in value.
As far as which bullet type to keep, it would depend on which cartridge you are talking about. For instance, in .45 Colt, a FMJ is MUCH less common than plain lead, but in the .455 Webley, the Mark III “Man-Stopper” lead bullet is much more desirable than the Mark VI FMJ. So, there is no “One” answer.
I suggest you stop worrying about “Value” and collect what you like best. A hobby is supposed to be fun. If it happens to appreciate in value along the way, then that is just a side benefit, NOT the reason on collect a particular cartridge. I have VERY few cartridges in my collection of about 12,000 that I could tell you what I paid for them or care what they are worth.