Shoot three mags of +P to verify they function in the gun and to get used to them. Practice with regular range and defensive ammo.
As you carry the gun, remember to avoid switching the round that was in the chamber for the top round on the magazine. The rule I use is that it goes into the chamber twice: once for defense, and once to be shot. I clean my gun fairly often and so accumulate defensive ammo that has seen the chamber once. Once I get a full magazine of "once chambered" JHPs, I shoot them for practice and familiarization.
The reason for this rule is to prevent bullet setback. This means that the bullet can get pushed back into the brass, causing dangerous increases in pressure. Avoid bullet setback! Rotate your defensive ammo!