Mostly 180gr really, usually in the form of a Federal HST, Gold Dot or Win PDX bonded, with a touch of Win Ranger T too, for carry purposes that is. I do like the 155-165gr class too, and many feel they're the best performers.
I'm not recoil sensitive, but the 180gr does shoot softer and is perfectly suited to the .40, in fact most .400" JHP bullets are designed with the .40 in mind anyhow so yeah, 180gr is fine in .40.
But really it's hard to find a bad .40 load really, they all do very well. I usually don't carry 135's, not because I don't like them, but because I want to make sure I have good penetration, which can be hit and miss with the light weight 135gr, seems the Noslers penetrate better than the Sierras. The 135's do make for a good option for dispatching various nuisance critters though, and loaded to around 1,500 fps in the G23 will do a number on them too.
I do shoot some of the heavier 200-220gr bullets too at times, but not real often. I have a good load that will shoot a 200gr WFNGC to over 1,150 from a G23 and makes for a superb woods/hunting load paired with the very easy to wear G23, good power and very good penetration from a rather small platform. Another good woods platform is the G35, able to rocket 180gr JHP bullets past 1300 fps with the right powders.