I learned the hard way...stay away from cheap ammo and get the bullet weight up!
With a 1 to 9 twist the bullets are spinning at around 350,000 RPM's. The lighter bullets can't seem to stablize and start to break up at that speed. I found that 65gr and better do just fine.
I have been loading my own lately and have several single ragged-hole groups. Also, as was mentioned earlier, read the Handi101 basics section...good stuff there!