Answer is:
Depends. Depends on size of the pistol, barrel length of the pistol, what the pistol works most reliably with, etc...
In 9mm I use Speer Gold Dot 124 grain +P rounds in my Berettas and my Walther P99 (Longer barrel) and I use CorBon 115 grain +P ammo in my Sig P239. (Short barrel...) Speer also makes a +P+ Gold Dot in 115 grain if you can find someone who sells em.
When I had a 40 I carried 155 grain Federal Hydra-Shock rounds in it. Very good rounds.
In .45 I carry 230 grain Federal Hydra-Shocks.
In a .38 Spl with a short barrel like my Smith 442, I carry 158 grain lead Semi-Wadcutter hollowpoints loaded to +P velocity.
General rules are these:
1. Choose a bullet appropriate for your barrel length. Jacketed bullets and heavier bullets need velocity to make them expand. Longer barrels = longer velocities. If you are shooting a full sized handgun, heavier bullets are usually OK. (Thus my choice of 124 grain rounds in my Berettas and a 115 grain round in my Sig P239...)
2. Choose a good bullet design. Speer's Gold Dot rounds are very good, and tend to penetrate barriers better. Hornady hollowpoints are good a dumping energy. Federal's Hydra-Shocks dump energy well too.
3. Choose ammo that is reliable!! Above all else, shoot whatever gun/ammo combo you plan to use extensively to make sure it is reliable.