There are numerous brands of ammo to consider, many of which will perform well. I suggest sticking with the "premium brands". Federal HST, Hornady Critical Defense or Critical Duty, Gold Dot, or Winchester PDX1 are all top performers.
The next decision is weight:115gr, 124gr or 147gr (Critical Duty is 135gr). Heavier bullets penetrate deeper but have more felt recoil, making follow up shots more difficult.
Your instruction manuel says +P ammo increases wear on your shield, and +P+ is not to be used. Personally, I've never felt the need for +P ammo because I don't see the need for the added velocity. Standard pressure rounds made by the manufacturers listed above, all have sufficient penetration for self defense uses.
I have boxes of Federal, Hornady, Gold Dot and Winchester on hand because sometime you have to get whats available, and until recently 9mm ammo was hard to find.
"I don't always carry concealed, but when I do Hornady Critical Duty is what my 9mm Shield is loaded with."