When I purchased my Crosman Sierra Pro (from now on CSP or Sierra Pro) I also picked up a tin of Crosman .177 Field Hunting Pointed pellets (7.9 gr), which worked well enough, but I got the bright idea that all that lead in my backyard was not such a good idea. I ordered some lead free pellets through Amazon (the actual vendor was Pyramyd Air).
I did not realize it at the time, but when I switched to the new pellets is when I started having issues with my gun and the scope. You can find the details of the problems by searching the blog, but the summary is that the CSP was exchanged, and I am waiting on a replacement scope to arrive from the good people at Crosman.
My CSP is fairly powerful, rated at 1000 fps, which is probably generous unless I put in some really light weight pellets. In practice the Crosman .177 Hollowpoint Lead-Free Silver Eagle pellets (4.8 gr) and the Crosman .177 Wadcutter Lead-Free Silver Eagle pellets (5.2 gr) sounded like a good choice (light weight and environmentally friendly), but the damn things were loud and not very accurate. I did not realize it right away, but if I had gone back to the lead pellets I would have quickly discovered that the light-weight pellets were going super sonic (loud booms with each fire) and where frustratingly inaccurate.
After doing a little casual air gun reading, I learned that air guns tend to favor different types of pellets. There is not a one size fits all solution; you generally have to try several different types, and see which ones shoot the best groups. Apparently most air guns also have a break-in period, which can take anywhere from 200-1000 shots before the gun settles down. Finally, and perhaps the most important point, a lighter weight pellet results in a faster, but less accurate pellet. Now we are getting somewhere!