For range ammo, back before I was reloading, I personally like to shoot 124gr bullets from the cheapest source for factory source. RWS, Greco, Fiocchi, Sellier & Bellot & IMI can all be found these days shipped to you in 1000 round cases for about $200 give or take. I like to shoot 124 because that is what I shoot as a defense load in most of my guns.
The only guns I shoot heavier bullets is in shorter barrel guns. I think barrels under 3" do better with 147gr bullets. It is my understanding at standard pressure they make better use of the powder in 147gr bullets then 124gr. +P at that barrel length leaves the barrel too quickly to build to higher pressures. The larger slower round is more effective IIRC.
As far as a defense load pick one of the major brands, Speer Gold Dots, Winchester Ranger, Federal HST etc... The improvements in 9mm hollow points in the last 5-10 years has really closed the gap between the best and the worst performers. The important factor is to make sure your defensive gun of choice shoots your ammo of choice. You can go +P if you want but I do not think it is as necessary as it used to be.
Look for a dealer like SGammo
http://www.sgammo.com/catalog/pistol-ammunition/9mm-luger-ammo
Who sells 50 round boxes and buy and assortment until you settle on one then buy it in bulk and stack it deep.