From all of the above, choose which you prefer and can source. Some localities just don't have ammo readily available.
Go shoot it. If it functions reliably to your standards, ok. Some shooters and makers suggest getting at least 200 to 500 rounds thru the action to break it in and reveal any continuing problem with a particular cartridge.
From there, practice with that specific firearm is the next level of reliability, because shot placement is key. Great penetration and expansion is a goal, but wasted if the bullet is placed where the aggressor is still capable of acting out. Shot placement is key. Practice is the only way to get reliable shot placement.
Too many put a gun in their pocket which fits all their comfort needs having never shot it extensively, loaded with the boutique Ammo of the Month having never proofed it's a good choice, and never having practiced with it to ensure that they aren't the weak link.
Don't be me or the hundreds of others who post.