There are lots of considerations before you start spending hard earned $$$ and stacking it deep. You might have already have thought about these, but if not, here are a few suggestions, with your 9mm in mind.
0- decide if you want to use 115, 124 or 147 grain bullets or a selection of all three. Most of the cheaper range ammo is 115 gr while most of the premium SD ammo falls in the other two weight classes. 115 used to be the std. 9mm load but due to some poor performance reports most now use 124gr. Some feel a slower heavier bullet is better for penetration etc. they may favor the 147gr.
o- try different brands and make sure your gun feeds it reliably.
o- try to stay away from the steel cased russian brands. yes, they work fine as long as your gun is spotless but after a day at the range you could have failures to extract related to carbon buildup in your chamber and have to work on your gun to clear it. I used to think that cheap steel cased stuff was fine for practice, now I don't... ask me how I know.
o-Don't believe all the marketing hype. It's designed to sell esteem. Notice how most of them are marketed in 20 round boxes for a premium price? Some of the newer designs do have merit and do give you an edge. You decide if that is what you want. The graveyards are full of people killed with regular everyday ammo. Go to your local Police Supply store and see what they have to offer, it will probably be better quality and often priced competitively with the consumer stores.
Two of the best SD loads available and also one of the best deals around are the Speer Gold Dot and Federal HST+P. At my local supply they are running $30 & $24 for 50 count boxes
As was said, pick buy some good defense ammo and then practice with a cheaper range ammo of the same weight/point of impact.
oh and as for reloading, yeah it's cheaper per round but you shoot more and end up spending the same amount, but with more fun.