Deciding on a type of ammunition to use depends entirely on your situation, your equipment, and purpose.
In regards to handgun ammunition, I recommend the use of full metal jacket (FMJ) ammunition for practice, and jacketed hollow points (JHP) for defensive purposes.
FMJ ammunition is cheaper than JHP, and is often softer to shoot, providing an easier load while training. When using FMJ ammunition in pistols, the rounded nose of the round often feeds better on more compact handguns.
JHP ammunition should be used for anything smaller than .45 caliber in a handgun. The feature of the hollow point bullet is so that the bullet will expand on impact, providing a wider surface area after penetration, therefore transferring it’s energy to the surrounding tissue. This helps to prevent an “over penetration” issue where bullets could exit the subject, and continue on a path that could injure unintended targets.
Ammunition that offers better penetration through greater feet per second (FPS) speed should be considered. The use of +P (P stands for pressure) ammunition offers higher pressure loads to get the round traveling faster, helping the JHP round to expand more reliably. Whenever using +P ammunition, always consult the owners manual of your firearm to verify it can safely fire the higher pressure cartridges.
Best practice for JHP ammunition from a legal standpoint would be to consult your local police or sheriffs department to find out what they are using. This could possibly allow for a better legal defense should you be in a confrontation that resulted in having to defend yourself in court.
Another noteworthy issue is to make sure that whatever you select for personal protection ammunition, that it will function in your firearm reliably. This means (for semi-auto pistols) running a minimum of 100 rounds through the pistol to guarantee it\’s compatibility with the selected ammunition. This should be 100 “trouble-free” rounds.
Whatever the ammunition you decide on, make sure that it is reliable in your particular firearm, that it will perform as expected, and will do so safely.