I buy ammo online and in stores. Shoot a couple hundred FMJ rounds through it before relying on it for SD/HD. Federal, Blazer, Fiocchi, PMC, Speer, Remington, Sellier & Bellot, it's all good. Most range stuff will be 115 gr.
For HD, I like Federal HST in 124 or 147 gr, whichever I can find. Be sure to shoot a box of HD rounds through your gun to verify it cycles correctly. Speer Gold Dots are good too.
I see your a first-time gun owner. Do you have any shooting experience?