Yep, it is the other way around; the heavier the bullet, the less total felt recoil you will have. Some even use 160gr in 9mm, though that is not common.
Some like the sharper recoil of the 124s due to perceived, at least, faster cycling of the action. Virtually no one shoots 115's.
I usually use 147s, but will shoot whatever bullet happens to be on sale. Avoid 115's, but other than that, bullet weight should be pretty much DFL on your list of concerns.