I don't have a Shield but I do carry the 40c and my round of choice is the Winchester Ranger Bonded 180gr. (Q4355). They also make this in a 165gr load if you would prefer it. I've had no feeding or extraction issues and it is very accurate. Another good choice is the PDX1 ammo from Winchester. I can buy it at my local WalMart (albeit in 20 rd. boxes). Remington Golden Sabers are also a good round that I would try.