I really like MagTech. Not the plain blue and white box, but the dark blue and gold box. It's clean, accurate, and seems to be a little hotter than other practice ammo. It's a little more spendy than UMC or WWB though...
I only shoot brass shells through my pistols. That being said I like the Fiocchi and Sellier and Bellot. Why? They are cheap enough for the range and quality is excellent. Clean up has been easy and did I say that are relatively cheap for brass ammo.
Remington is fairly inexpensive for target practice. Good quality as other brands mentioned and burns cleaner than most or just as good. Most definitely burns cleaner than Winchester brand.
I don't have trouble cleaning my guns or spend hours cleaning with this ammo. The barrel is also quickly cleaned up as long as you fire jacketed. Any lead, you'll spend a good amount of your time scrubbing with a green scrubby.
Like Mag above says stay away from the lead, fire jacketed copper only. That means the entire bullet jacketed. Not with hollow out lead in it. I made the mistake at an indoor range once of firing Winchester white box semi-jacketed and was tasting lead for 3 days after. (just another reason I can't stand indoor ranges)