Regardless of barrel length, I generally stick with medium to heavy-for-caliber bullet weights. For 9mm, that'd be 124-147gr. I like that weight range because modern JHP bullets in that range tend to have the best balance between penetration and expansion. The lighter bullets are a little on the shallow side for penetration (with some exceptions, of course).
I think of it this way. A light bullet is going to shed its energy/momentum faster than heavier bullets, even though it has a higher velocity. Depending on the bullet's design, that higher velocity can also mean faster expansion. Both of those factors can lead to less penetration. I prefer the heavier bullets because they'll retain energy/momentum longer, which should help with penetration, and with modern designs they should still have adequate expansion (though it's not something I count on with any bullet weight).
Of course, if the lighter bullets work better for you, in terms of controllability and/or ability to hit what you're aiming at, then it would be a good choice as shot placement is the most important factor in self defense ammo effectiveness.
The best of both worlds would probably be something like a medium-weight bullet at +P velocity, like the Speer 9mm 124gr GDHP +P, which would give you the higher velocity while still having sufficient mass for good penetration.
FWIW, my EDC is a Beretta PX4 Compact 9mm with a 3.27" barrel and I keep it loaded with Federal 147gr HST.
Just my opinion.
