I've run a Leup 2.5-8 on my .338; you'll find it doesn't have much mounting latitude. Might be an issue for you, might not.
My .338 has a 3-9x40 Conquest on it and I have no interest in changing... the eye relief characteristics are perfect for a heavy kicker, there's plenty of fore-aft latitude, and it being a heavier scope than say a 2.5-8 Leupold is a GOOD thing, in my mind, on my .338. Pretty much perfect, and at $300, one of the great bargains of the scope world to boot.
If you go this route, it is that specific Conquest I'm pimpin' here. For instance, the 3.5-10 Conquest (which I also ran on my .338) has really different ER characteristics.
