I recently purchased a Gamo CFX. I was told to use heavy pellets. Can anybody recommend something?
nope.. stay away from heavy pellets as they will cause your spring to break prematurely. use AirArms field or jsb exact 8.4 grain. they are very accurate in the cfx (one hole groups possible on 20m or so) and about R100 per tin of 500. If you cant foot the bill the Gamo pro hunters are a R50 per tin cheaper pellet but not nearly as accurate as the others mentioned.
yup, even the H&N field target 4.52 8gr pellets do very good. I only shoot with those atm and I can put a hole through a .45 calibre pistol's empty casing at 25m effortlessly. As mentioned before the air arms and jsb's are good as well. The 4.52 sized pellets fits better and perform more consistently than 4.5 sized pellets.
The trick is pick one and stay with it because every brand has a different point of impact. Air Arms pellets I found shoot 1cm higher and 1/2cm to the left compared to H&N field target pellets on 15m indoors. I am yet to open up my tin of JSB's to compare.