My Smith snub preferred 125 gr JHP's.
Actual brand is pretty much incidental since they all seem to be close to the same. (FWIW, I used Golden Saber's and practiced with American Eagle)
Honestly though, after doing countless hours of searching, I came to the conclusion that in the snubbies you don't give up a whole lot going the .38spl +P or +P+ route either w/125 gr. or going with standard 125 gr Nyclad (if you can find any). OR even a 158 gr LSWCHP.(my particular Smith wouldn't shoot anythig other than 125 gr, so I never used much of the 158 gr stuff)
I'd have to say the situation would dictate the selection mostly. Low light HD use where it's confined, I'd prefer something with low flash and low report (the 125 gr Nylad .38spl). Outside, I'd say a full boogie 125 gr .357 mag Golden Saber. Or you could mix and match if you're comfortable doing that.
Nailed down to just picking one loading, I'd say the 125 gr Golden Saber would be the best. It seems to have the best reputation, which I guess is as good a reason as any.