Recently developed nanocones (NCs), which are inclusion complexes that are made up of cyclodextrins (CDs) and perfluorocarbons (PFCs), have shown promising results in nanoparticle-mediated histotripsy (NMH) applications due to stable inclusion complexation, PFC quantification, simple synthesis, and processing. FDA-approved βCD and its modified versions such as low-degree methylated βCD have been previously demonstrated as prime examples of structures capable of accommodating PFC molecules. However, the complex formation potential of different CDs with various cavity sizes in the presence of PFC molecules, and their consequent aggregation, needs to be explored. In the present study, the complexation and aggregation potential of some natural CDs and their respective derivatives either exposed to perfluoropentane (PFP) or perfluorohexane (PFH) were studied in the wet lab. Computational studies were also performed to account for the limitations faced in PFC quantification because of the low optical density of PFCs within the CD complex and to discover the best candidate for NMH applications. All results revealed that only βCD and γCD (except HMγCD) derivatives form an inclusion complex with PFCs and only LMβCD, βCD, and γCD form nanocone clusters (NCCs), which precipitate and can be collected for use. Furthermore, the data collectively show that βCD and PFCs have the best complexation due to stable complex formation, ease of production, and product recovery, especially with PFH as a more suitable candidate due to its high boiling point, which allows workability during synthesis. Although simulations suggest that highly stable inclusion complexes exist, such as HPβCD, the cluster formation resulting in precipitation is hindered due to the high solubility of CDs in water, resulting in intangible yields to work with even after employing general laboratory recovery methods. Conclusively, histotripsy cavitation experiments successfully showed a decreased cavitation threshold among optimal NCC candidates that were identified, supporting their use in NMH.