My CW9 broke before I got half way thru its first box of ammo. But since its return from Kahr (they were a bit slow but it was fixed right) mine has been close to perfect and is not fuzzy about ammo at all.
I shoot mostly my 147gr hard cast lead FP reloads and it goes 800-1200 rounds between take downs for cleaning -- basically I shoot it until I start getting failure to go into battery and then I clean it and repeat.
I recommend 147 gr Winchester Ranger-T JHP for carry, although I don't carry mine, its a practice analog for my Kahr PM40, but I do shoot it a lot.
To brake it in, get whatever FMJ you can buy cheapest. I used Monarch steel cases and CCI aluminum Blazer for the first 200 rounds, then some of all the JHP I had on hand (147gr Ranger-T, 124gr Gold Dot, 147gr Hydrashok) and mostly my relaods and aluminum Blazer since.
--wally.