115gr is what is *common*, but 124gr is what works best. Note that Mil-Spec 9mm (M882) is a 124gr FMJ load. Both Winchester and Federal M882 is commonly available.
The 124gr generates a bit more recoil, which will help cycle the gun reliably. This is particularly important with the light-weight polymer-framed guns (Glocks, HKs, Kel-Tecs, etc.). Sometimes the 115gr bullets will fail to fully cycle the slide if you don't have a firm hold on the grip (this is called "limp-wristing").
The BEST loads are the 124gr Fed Hydra-Shok +P+ and the 127gr Winchester SXT +P+, both of which are police loads, and rarely available to civilians. A few vest manufacturers chose to recall their 9mm-rated vests due to these bullets...
The heavier 147gr bullets are really only useful in suppressed guns, as they are subsonic. JHPs in this weight don't tend to expand as reliably, and tend to overpenetrate (shoot through), which reduces their effectiveness.
-Troy