Anything that comes out of the barrel and cycles the next round when you pull the trigger will be fine . . .
^^This^^
While all of the penetration and expansion info you've received is important, the above info from Muss is the most important.
My Shield 9 is unusually picky about ammo, so to insure that whatever SD ammo I carried would load, fire, and eject, I subjected several highly regarded rounds to reliability tests. My goal was to find a round that would fire at least 100 consecutive times without a failure. At the time of testing, my Shield had fired over 3000 rounds, so it was thoroughly broken in, and it had clean magazines and a new, properly functioning RSA.
Here are the results:
The clear winner was Hornady Critical Duty 135g +P. It (so far) has fired 174 rounds without a single failure of any kind. It is the only SD round I've tried that has had zero failures.
In second is Speer Gold Dot 124g +P. After three FTEs which occurred early in my Shield's history, the Gold Dots have since fired 147 times with no failures.
Virtually tied for second is Remington Golden Saber 147g. The Goldern Sabers had one early FTE, then fired 227 times before a second FTE. They are also the most accurate of the top three rounds.
What about the vaunted HSTs? I tried Federal HST 124g +P rounds, and in a word, they were wretched. They had three failures to feed in 31 rounds. They would hang up on the bottom of my feed ramp. They were clearly not suitable for my Shield, so I quit testing them, and donated the remainder to my SIG P320. I could not find HST 147g rounds at the time, so I haven't tested them.
I hope you find this info useful, but don't just take my word for it (or anyone else's either). Do your own testing, and find what works reliably for you and your Shield. And if firing a few hundred SD rounds to make that determination seems expensive, ask yourself what your life is worth. Ammunition is always cheap in comparison.
