Well, in 45ACP and 357, I'm more open to pretty much whatever's there... Prefer at least 200 grains in 45ACP and I just feel better with 230 Gr... standard pressure Golden Sabers, Rangers in 230 or 200 Gr +P Gold Dots from any of the major mail order shops. For 357 Magnum, I tend to go towards the 158 Gr loads... either LSWCSPs or LSWCHPs. Most recently, we've lived in a country setting and over penetration isn't as much a concern. But as I said, I feel pretty confident in the 357 Magnum with any reasonable load... 125 Gr and up... soft points, traditional HPs or modern expanding hollow points.
In 40, I haven't really tried much other than 165 Gr Gold Dots other than whatever is cheap... WWB FMJ and HPs and a few other odds and ends.
38... Glasers, 125 Gr Gold Dots, Nyclad when they were easy to get. Anxious to play with the new snub load Gold Dots coming from Speer.
32ACP, Gold Dots, Corbons or FMJ.
9mm Mak, Barnaul... very cheap, completely reliable and seem to expand quite nicely.
In 9mm, I'm a bit pickier, but there are several loads I have enough faith in to carry... 124 Gr +P Gold Dots, 115 or 124 Gr CorBons (more in summer), 127 or 147 Gr Rangers. I've tried the Golden Sabers and I would feel confident in carrying them, I haven't bought any in several years for 9mm...
When I first started carrying (a 1911 of course) I relied on HydraShoks, probably because of Evan Marshall than anything else... And the fact that several police agencies issued them, again largely due to Mr Marshall. My general take on HydraShoks - in 45ACP - is this: Thye seemed to do a good job for a long time until the newer upstart ballistics places started up and they seem to show that they don't tend to expand as reliably as other choices. A 45 doesn't really need to expand. I'd feel confident in carrying FMJ in a 1911, so I'd feel equally confident in HydraShoks. But I have more faith in other loads which is why I lean towards them.