The best load for the Shield is the Speer Gold Dot 180gr Short Barrel load.
http://www.cheaperthandirt.com/15829-5.html
Unfortunately, it is not cheap, and comes in just 20 rd boxes. You should also look at
SGAmmo.com | Family Owned and Operated, Stillwater Oklahoma for other Speer, Winchester Ranger or T-series, or Federal HST or Tactical bonded. All of those are top rounds from the best manufacturers. I chose.that particular Speer load due to barrel length, but the others will also work and are cheaper. I would go no lower than 165gr in the .40 cal.