First, you'll need to make a final decision on caliber. Then it's a matter of hitting the web and looking at the listings from the Majors. Winchester, Federal, and Speer all have web sites that list the ballistics of the various loads they offer in their catalog.
However, you need to understand that what is in the catalog isn't always available on the market. Your final choice will mainly come down to what you can actually find, either locally or on the Net. BTW, if you dig into Ammoman's sight you'll see what I mean, currently he is only listing 2 choices in the 40 caliber. As for why, most of the Defense loads available to distributors are actually overruns of orders placed by large Police Departments. Personally, I really like the Speer Lawman for range practice because it's offered in matching power levels to their hollowpoints and I've found it to be extremely clean shooting and accurate. Bad news is that the Speer Lawman can be difficult to find, I've spent 6 months scouring the net for the 125 grain 38 spl. TMJ with zero luck. Odds are I'll only find it after a city like New York or LA places another order and the excess ends up available again.
Since your looking at a semi auto, your Defense choice will likely be a jacketed hollowpoint of some description. I would advise that you limit your choice of practice ammo to a similar JACKETED solid point. I have several reasons for this advice. One is that it's fairly easy to find range ammo in jacketed semi auto calibers that are quite close to the common Defense offerings. The second reason is that Lead Round Nose ammunition will slide through a conventionally rifled barrel with less friction than a Jacketed round. This means that you may see a difference in the Point of Impact relative to the sights due to the difference in velocity produced. Third reason is that you'll have less exposure to lead with jacketed ammunition, which is one reason why I really like Speer's TMJ Lawman. BTW, TMJ means Total Metal Jacket, so the base of the bullet is enclosed instead of open as in typical FMJ loads.
Basically, what I am saying hear is that it's best to avoid the cheap Blazer target ammo in LRN, I've found it pretty dirty to shoot and the lead exposure is a consderation. However, I will note that I believe that concerns about lead exposure are overblown, for a full grown adult I don't think there really is much risk. Still, I take the conservative path and try to reduce my exposure as much as is practical.
Now, about +P and +P+ loads. First, the +P offerings are a moderately overpressure loading that is endorsed and listed by SAAMI. The Sporting Arms and Ammunition Institute, which is the premier "certifier" of ammunition in the US. The +P+ loadings available are NOT endorsed or listed by SAAMI, basically they are "wildcat" loadings. As for why this difference matters, when SAMMI endorsed a load that means that it's safe to use in barrels and chambers that were "proof tested" for the standard pressure loadings in that particular caliber. Basically, the +P ammo has pressure levels that are below the requirements of the "proof testing" standards. The +P+ loads are generally over this standard and it's use in a gun that wasn't a bit "overdesigned" may result in the +P+ load blowing up the gun.
Another consideration with the +P loads is that they WILL increase the wear and tear on the gun unless it's been modified for use with a +P load. On a semi automatic this means installing a stronger than normal recoil spring. BTW, that stronger recoil spring will likely cause feed issues with a standard pressure ammo, so you'll have to change recoil springs when changing between standard pressure and +P loads.
Finally, the +P loads will have more recoil and will change the POI relative to the sights. Depending on bullet weight, that POI may shift either up or down. This means that if you want to carry with a +P Defense ammo, you need to shoot it frequently enough to be reasonably proficient with it an familiar with the change in the POI.
Finally, while +P and +P+ loads are available in the 9mm, in the 40 caliber only standard pressure loads are offered by the major porducers. Finally, some of the 9mm +P offerings are actually more powerful than the 40 caliber in terms of muzzle energy, which means the recoil will be a bit of a surprize if you only use the standard 9mm for practice.
Finally, for a particular recomendation I'll stick with ammo's that I am familiar with.
For practice my number one choice is the Speer Lawman TMJ. It's not as cheap as the Federal Champion from Walmart but it's VERY clean shooting and I've found it to be very accurate. I really wish that Speer would make it more widely available on the Civilian market. Second choice is American Eagle or Federal Champion, which in some calibers are the same load in different boxes. One real plus is the Federal Champion from Walmart is cheap, bad news is that anti gun sporting goods "associates" either won't order it or may enforce a 3 box limit. Good news is that the Federal ammunition is very clean shooting with excellent accuracy. As for Winchester White Box, another budget offering, I've found it pretty dirty shooting with good accuracy. Blazer Brass is also a pretty good load, however the really cheap Blazer in the aluminum casings is just plain foul. Note the difference in the naming, Blazer Brass is loaded in re-useable brass casings and normally jacketed, the really cheap Blazer is loaded in one use only aluminum casings and so dirty shooting that some ranges ban it's use. As for why it's banned, it isn't the aluminum casings, it's because that HEPA filters aren't cheap and it's so foul that ranges that allow it have to change their filters more frequently. BTW, one range I shoot at spends 10 grand a month on filters and now ban any use of lead bullets with the exception of 22 LR. Note, many of the Blazer offerings are LRN.
As for Defense loads, I have experience with just two offerings, both of which are technically LEO only but many shops and ranges stock overruns of these loads. One is Winchester Ranger-T, which is an evolved version of the famous or infamous Black Talon. The other is the Speer Gold Dot, available on the civilian market in 20 round boxes and the LEO side in 50 round boxes. I prefer the 50 round LEO version because the cost per round is a bit lower. Both have superb reputations for effectiveness and I've found them to function perfectly in my semi's. Both are also quite clean shooting with grreat accuracy. One note, both of these loads are noticeably stouter in terms of recoil than the Federal range loads in either the American Eagle or Champion labels. Good news is the Speer Lawman TMJ has offerings that match the power of these Defense loads, however the Lawman does cost a bit more and can be hard to find at times.
