My Shield 9 is so ammo picky that I decided that I would not carry any self-defense round unless it would fire at least 200 consecutive times without a failure of any kind. I tested many SD rounds, (including Gold Dot 124g+P), but only two passed the test: Hornady Critical Duty 135g+P (313 rounds with no failures), and Federal HST 147g (200 rounds with no failures). Remington Golden Saber 147g also did well, but I had an early failure to eject with it, and then a second FTE about round 230. As I recall, I had about three FTEs with Gold Dots in 150 rounds. Admittedly, my Shield is unusually cranky, but even if your Shield functions perfectly, I'll echo what Execpro says above: You need to find out what works reliably in YOUR gun.

FYI, my Shield 9 carries the Hornady Critical Duty rounds.

As to range ammo, I like Speer Lawman 124g.

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What, me worry?