After I posted, it occurred you might be interested in Personal Defense ammo as well. If that is the case, there are plenty on the market, I would encourage you to find the same bullet weight and very close muzzle velocity. Example: using 9mm Target 124gr FMJ @ 1110 FPS and 9mm Defense ammo (Federal HST [JHP]) 124gr @ 1150 FPS is pretty close. Practice with the lower cost target ammo and save your much more expensive defense ammo for those days when the unexpected situations arise. Another data point to consider. Check with your local gun store (LGS) and see their offerings. Also know there are the experienced sales people that really try and help and there are sales people that just want to make a sale. Oh, and have fun.
JandaJohn, I realize I kept listing the 124gr rounds, those are my favorite, you get to pick whatever you like. The 115gr do just fine in my XDs as well. Most important is to practice to stay proficient. And get a UpLULA universal mag loader (or equivalent) you will be glad you did.