Hi Jim,
The turn in the barrel (rifling) is, in a rough manner, an improver of accuracy and stability.
The bullet shape in general use in the begining of wild west was in fact round (ball). Later approaching the Civil War bullets became pointed, their dynamics further improving. In addition to that, their bases became slightly hollow, to allow them to expand and better engage the barrel rifles, this still improving accuracy and also velocity, as (here the vital trick) combustion gases would not escape through the bullet/barrel gap.
... This not meaning that the pointed bullet idea was a new invention as, apparently, Leonardo da Vinci had already thought of that.
As for bullet shape variations, a zillion of them was experimented, but the majority didn't resist tested practice, most being born dead.
Speaking of more painful versions, in a more recent period, bullets were modified in order to kill more effectively, aside from those to hurt more, but that's another story; too real to discuss in here, where we intend to maintain fantasy
