That question can ignite a Chevy-Ford debate.
The Federal 215 primer was developed, so the story goes, for the Weatherby 300 Magnum. The M desigation indicates Match GM Gold Medal, mostly advertising stuff. Theoretically, the M/GM is a better, higher quality primer, they charge more for it, and it seems to me they are very consistent in how they ignite the powder charge.
I have been using them since I first started handloading. I have never ever had a failure. There is some belief (studies even) that Federal primers are soft compared to other brands.
Winchester and CCI magnum primers have followers with the same loyalty.
Thing to remember: If you develop a load for any rifle using Winchester primers and you switch to say CCI or Federal, you should back off your powder charge a grain or two and see if the different primer has a different effect on accuracy or velocity.