Please search for Self Defense ammo on this forum. There are a number of threads with good discussion of self-defense ammo, brands, types, sizes, etc.

It seems to be a universal opinion that HP's are dramatically better than FMJ or TMJ for self-defense.
I personally think the Federal Premium HST 124gr and the Winchester T-Series and the Hornady XTP and the Magtech HP are the best reasonably priced HP ammo in 9mm or .40cal. (I am not sure you can get the Magtech HP in .40cal).

Please check gun-deals.com - User-Submitted Gun & Ammunition Deals for a competitive listing of all ammo, including HP ammo. You can sort by bullet type as well to see just HP. I usually go to sgammo.com for 50 round boxes of HST or T-Series, which saves a bit of money. But there are other good deals on those brands on the internet and at gun shows.

You can also get +P and +P+ ammo, but I am not a fan, being that I want the round to stay in the criminal and not go beyond. But there is a lot of other opinions on +P in this forum, which you many enjoy reading.

Welcome
CC

Welcome to the forum .. I think you'll like it here.

I personally use FEDERAL® PREMIUM® HYDRA-SHOK®HOLLOW POINT ammo for my Personal Defense ammo.

Hydra-Shok bullets have a large hollow cavity with a post of harder lead in the center.

The purpose of the post is to redirect body fluids against the side of the cavity, ensuring expansion at lower velocity.

You will find that more than caliber, pistol or ammo is your ability to put the rounds on target. Knowing how to shoot and where to shoot your opponent is most important. I personally like the 9 and use a staggered loading of 147 grain Hydra-Shoks and RWS 124 grain FMJ's. The 40 gets 165 grain winchester personal protection loads and 180 federal FMJ's. I have the best of both, a hollow point that will create massive trauma and an FMJ that will penetrate a door or in the case of the 9 a vest. (where I live a pistol is what you always carry so you can fight your way to a rifle) You haven't picked a pistol yet from what I gather. Try to make it the best you can afford.

Both of my 9s (G19 & Kath CW9) seem to favor the Federal Hydra-Would. Good luck on your purchase.

Sorry KahrCW9. The spell checker got me again