My typical load is powder, Wonder Wad and ball. Started out with grease covered ball. Didn't particularly care for the mess associated with that system.
I've never been associated with accuracy in pistols, but it is my understanding that one should position the ball as close as possible to the crown of the chamber, hence some corn meal filler could be used as part of your load.
I don't believe there is any truth to the thought that chain fire is caused by fire accessing the powder from the front. I think it can happen if a cap falls off a nipple. The fire enters through the uncovered nipple.
As far as a capper goes, rotsa ruck!! The cylinder design just doesn't make using one practical. On a Rogers and Spencer or a Colt, they work OK. Like rollingb said, use your fingers and set with a dowel piece, probably 5/16 is good. It does cut down on your speed, but if that was a consideration, you'd be shooting Glocks or UZI's or something, whatever they are.
Cleaning? Take them apart, hose them down, dry the parts (hair dryer works pretty good for that), WD-40 everything, wipe them off and put 'em back together.
Seems like I had two or three of them before I even thought about getting a rifle. They sure can be terrible addicting.
Loading devices are kinda cute but I never felt the desire to opt for one. I have tried a few, but they don't particularly excite me much.