I have 4 choices (what I have stockpiled), but it depends on the individual gun. The 147 HST, 124 HST, 124+P Gold Dot, or the 124+P Ranger T. Most of our guns shoot the 147 HST the best, but there are a couple that don't do as well with it. My wife's M&P likes the Gold Dot best. I've used the Golden Sabre 124+P in the past, it did well. I actually have some components and keep some handloaded for critter control. The GS does a job on raccoons and opossums without having to get into my expensive ammo.
These days it seems more important to make sure the load works in your gun. The bullets all work so long as they aren't pushed too fast (i.e. most 115 gr. +P and some 124 gr +P)
Heavier bullets generally speaking do better through barriers , that and most 147 gr 9mm is subsonic so it will be less damaging to my ears as well as a nice "fringe bonus"
I usually mag up 147HST but lately I'm back on the Federal HS 135gr low recoil. My Gen4 19 groups very well with it. Very consistent.
I figure I'd better hit what I aim at before I worry about how the bullet will perform. Hey, it's Federal HS JHP. How bad can it be?
I went with Critical Duty 135 +P several years ago. With my G26 with the Pierce extension (they say 3 round, it's 2) it's very manageable. I have 147gr HSTs in one of my spares (yes, 9mm guy carries two 17 round spares) and 135 +P in the other. If I go more concealed with the Super Tuck and the flush 10 round mag I go with Critical Defense 115gr. HSTs in a 10 round flush mag are a bit much.
How about the penetration factor this time of year with heavy clothing aka coats, jackets, etc???
This inquiry is directed at the experienced members here with actual knowledge...
Other for me, Believe it or not Remington Green and white box jhp. They seem to perform very well for price point, more importantly The function well out of my edc, they are very consistent. and they appear to hit consistently on the target( I did a little Mouse style experiment and bought 3 different boxes from different sources and all performed the same) Also the big one They are readily available in my area and the price point allows for use in training sessions at the range. So for me I figure if I am proficient it will be far more of a factor than ammo selection, fmj excluded of course.