I agree to use inexpensive ammo. I just don't like using the steel cased ammunition, and only use brass cased ammo. At SD ranges, the ammo doesn't make much difference in the impact point, out to 25 yards. I would suggest if you plan on using the gun for self defense, make sure you practice with the ammunition you will use for carry. You want to make sure if functions properly, and also that you are familiar with the extra felt recoil and flip, that the SD ammo should produce.
I also use the Federal Champion, available at Walmart. The best pricing is with the 100 round boxes, when you can find them in stock. I find the Federal Champion very reliable and it never causes a malfunction in my Shield 40. When I swap over a 9mm barrel, for the 40 barrel, the Federal 9mm ammo is equally reliable.
Bob