Personally, I like the test results that I've seen for the Speer Gold Dot and the Winchester Ranger-T.
My carry gun is a 40 caliber Sig P239 and it gets loaded with the 165 grain Gold Dots, simply because it should develop enough velocity for reliable expansion from the 3.6 inch barrel. For my longer barreled 40 calibers I use the Winchester Ranger-T in 180 grain loads. Thought here is that once you got enough velocity a bit more mass in the bullet is a good thing.
Point is, you should take the time to tailor your choice for your specific gun. From a barrel of 3 inches or less, I would be looking at Speers God Dot for short barrels. Once you up to 4.5 inches or more in barrel length you can then think about choosing a bullet with a bit more mass to gain a bit of penetration.
As for cost, I don't believe that cost should be considered. Your, and your families, protection is far more important than a few measly bucks. For example, the Winchester Ranger-T has a great reputation for perfomance in test media and in police use, the much less expensive Winchester Silver Tips have a reputation for fragmenting and poor penetration as a result of that fragmentation.
Finally, there is the factor of reliability. One reason for my preference for the Ranger-T is that it functions with perfect reliability in my 40 caliber XDm, the Speer Gold Dot has jammed in the same gun. Fortunately for me, the P239 will eat anything so it gets the Gold Dots that failed in my XDm. Point is, you do need to test for reliable function before you settle on any ammunition choice.