I use Winchester White Box Personal Protection ammo, USA9JHP, in my carry guns. It works well, has good expansion and penetration, and I don't have to mortgage the house to buy a few boxes of it. Plus, it's available at virtually every Wal-Mart I've ever been to, and it hits to the same POA as Winchester White Box Value Pack FMJ's, my practice ammo. Good points all around, IMHO. Of course, that's just 9mm, because that's the round my carry guns are chambered in.
I'd also recommend taking a look at Ammolab, they have some of the best information available at their site, extremely useful in determining what ammo to carry.