I've probably put 40,000 rounds of .41 magnum through two different guns; so many that one got completely rebuilt by Smith and Wesson. I've used a bunch of different powders in both cast and jacketed. To get the most out of the cartridge you will need to shoot jacketed. My favorite is the Sierra 170 gr. Power Jacket loaded with a max charge of WW296.
For cast I've loaded 5.0 gr. of Bullseye for a nice soft load, 8.0 gr. of Unique for a midrange load, 12.0 gr. of Blue Dot for high end loads all with a 210-215 gr. cast bullet. Clays is good, Red Dot; both around 6.0 gr. 2400 is outstanding with a 210 or 220 gr. jacketed bullet with a pretty broad range to work with. A magnum primer is a good idea for the slower burning powders like Blue Dot, 2400 and especially 296.
My standard cast bullet load has been 210 grain Keth style SWC over 8 grains of unique. Not a hot load...but not a "puffer" either. As "bindernut" said, always consult a good loading manual and work up to what you want..