Is there a general rule that says a lighter bullet will have more speed or energy?
Sort of. With a given cartridge type and firearm, generally lighter bullets will have enough of a velocity advantage over heavier bullets to exceed them in kinetic energy; however, heavier bullets, under the same constraints, generally have greater momentum. There are some exceptions, though, and bullet design and construction can play an equally important role (at least) in determining effectiveness.
I think heavier bullets have more umph (kinetic?) energy,
Heavier bullets are harder to slow down but do not impart as much energy as quickly. All else being equal (a good theoretical exercise that is rarely achieved in practice, mind you), lighter bullets with higher velocity tend to penetrate hard, dry materials better, while heavier bullets tend to penetrate soft, wet materials better. These are just tendencies--one of many factors that go into how bullets actually behave.
and in my experience, lighter bullets tend to have a little more recoil.
Relative recoil is more a matter of individual perception than anything else. Some folks are more sensitive to how lighter bullets accelerate, while others are more sensitive to the greater momentum of heavier bullets.
I have some Winchester ranger for .40sw. 135 gr jhp. I can't find them in a ballistic table anywhere on Winchester web site. 165 and 180 gr, yes, not the 135's.
Note that the 135-grain loads from Winchester that I've seen are light loads by design (for customers who prefer light loads), so the general rules and tendencies do not necessarily apply. What is the product code (e.g. XM40HA)?
With so many options in things like recoil spring strength resulting in failure to feed in brand new weapons, how much of it has to do with the stuff you are trying to shoot? Common sense says a lot, but never having shot anything over a chronograph or reloaded, and having limited time and money to experiment for myself, I thought I would throw it out to the knowledgeable masses.....
Suffice to say that it can be a lot, which requires substantial testing of specific firearm and ammunition combinations that are intended to be used for defensive purposes. Some guns will put just about any ammo through reliably, but you won't really know until you try it.
Lighter bullets have more kinetic energy because they have higher velocity.
This is mitigated by the lower mass of the bullets, but taking all factors into account, lighter bullets do indeed
tend to have more kinetic energy. However, this is not true for the 135-grain Winchester XM40HA (designed for reduced recoil), for example, which has lower kinetic energy than the heavier 165-grain RA40TA load (simply a more powerful load in general by design).
Heavier bullets have more momentum at the same muzzle velocity and will generate more recoil.
When considering common factory loads, heavier bullets also generally
tend to have more momentum even at lower velocities.
As for recoil, technically it is defined in terms of momentum, so what you say is true, but that's not necessarily how people perceive recoil. For example, some loads that have lower momentum and recoil may still have a higher peak force that may also be reached more abruptly, and some people may say that it feels like it has more or harsher recoil.