Sni-per,
Powders I have tried that have worked well:
Power Pistol
BE-86
VV 3N37
AA#5
AA#7
Titegroup
Autocomp
My favorite so far would be Power Pistol and BE-86. Power Pistol is the first powder I ever used, and like that it meters well, is clean, and has consistent velocities even at lower charge levels. BE-86 is very similar.
I tried PB but could not get it to work at the charge levels on Hodgdon's website, even at max listed charge, NONE of the shots would cycle the gun. I also tried HS-6 but it seemed to only work well close to max charge, which I don't care for in my plinking loads.
Bullseye will work in 9mm, but will leave your gun sooty. HP38/W231 is probably one of the more popular powders for 9mm, I just have not tried them in 9mm yet.
The majority of the bullets I use are Xtreme 115 plated, but I have also used Win 124 FMJ. I recently tried some test loads with Bayou Bullets Hitek coated, which seemed to work well. I intend to buy more to play with.
If you are comparing HP to FMJ, generally you will need to seat the HP a little shorter due to the shape of the nose. Depending on your seating die, you might have to use a different seating stem, but in my experience you won't. The biggest differences in bullets will be FMJ<>cast lead.
I prefer plated. Less expensive than FMJ, and also have the advantage of not having any exposed lead at the base, so less lead exposure handling and shooting. Cast lead must be lubed, and are a little dirty when handling/loading. Lots of people use them and like them, I just prefer the plated. I also like the Bayou coated, but must be treated more like lead when reloading (flare cases more, use load data for lead).
Hope this helps.
Good luck!