Are asking about ammo or weapon?
With ammo it'll vary with the gun. Some guns like different brands. (Even guns with consecutive serial numbers might perform differently with the same ammo.)
For the range, non-competitive target (paper punching) shooting, I find that Sellier & Bellot, IMI, Magtech, PMP, and Denel FMJ (usually 115 gr.) all shoot straight and reliably, and do it cheaply.
If you're talking about guns, there's no question that the SIG P-210 is the most accurate production 9mm available. But it isn't cheap. (New, anywhere from $1300-$1600 and up) I have one and love it.
The H&K P7 is nearly as accurate and a bit less expensive ($700-$900). Far more concealable, but a bit harder to shoot.
I also like the CZ-75B. Much less expensive but pretty darned accurate. (I have one of those, too, which I've been shooting it in IDPA.)
If you're not competing, then there's any number of quality weapons (from S&W, Glock, the new Polymer Rugers, and SIGS) that are suprisingly accurate.
(Because you've asked this basic question, I infer that you're just getting into handguns. That means, realistically, that almost any quality gun you buy [new or used] will be capable of shooting smaller groups than you'll be able to produce when you shoot tha gun -- at least until you've shot a lot. So... Just shoot a lot, and you'll find yourself getting better, over time.)
Before you buy, do some hands-on exploring: borrow guns from friends or go to a nearby range and RENT various types of weapons to find the ones that "feel" good to you and which shoot where you point them... Then buy one. (Don't be afraid to think "used," too.)
[This message has been edited by Walt Sherrill (edited April 14, 2000).]