As far as range distances go, we used to shoot from 1 yd. up to 25 yds. The 1 yd. distance involved a quick draw and shooting from just above the hip with the grip touching your lower abdomen. Such a distance in quite common for LE and bad guy encounters.
If you can get comfortable and accurate from about the 15 yd. line, that's a good start. From 25 yrds. you're looking for good solid center-mass hits.
As far as ways of carrying go, there's a ton of different holster styles and types of material to be looked at. That's gonna have to be your personal preference.
As far as 9mm ammo goes, my agency used Remington Golden-Sabre, but I don't recall the actual grain. If you stick to a major brand of ammo, you'll be fine. For personal defense, buy the premium stuff. It's money well spent.