I'll assume you don't handload. If you are an inexperienced handgun shooter, I would suggest trying
www.mastercast.net . I have not tried their ammo, but I only ever hear good things about them (I handload, otherwise I would have tried their stuff long ago!). I would suggest starting with 148 gr. wadcutters, then as you get more experienced, switch to a good .38 +P hollowpoint. Remington 125 gr. SJHPs are likely available at your local Wal-Mart. Speer Short Barrel and Corbon DPX are also good alternatives. There are many good loads and I'm sure others here will weigh in soon enough. Whatever you do, stick around and learn. It's fun here!
Remember. you can do most of your practice with mild handloads, then finish up with a couple cylinders of wild stuff to stay familiar with your carry ammo.