Speer Gold Dot HP ammo is extremely high quality ammo. It uses a bonded bullet which makes a big improvement (over non-bonded bullets) for both expansion and weight retention. Many law enforcement agencies use Speer.
Other excellent ammo includes Federal Tactical and Winchester Talon. The RA9T is standard pressure 9mm and penetrates and expands as well as any +P ammo. That's what makes it my favorite 9mm self defense round.
Beware of other commonly used rounds that are old, non-bonded designs. These include Federal HiShok and HydraShok and also Winchester Silver tip. These were great rounds in their day, but their day is long gone.
You may know that there are two schools of thought on selecting self defense ammo, the “street results” school and the laboratory school. I am firmly in the corner of the laboratory school of thought. As an engineer, I believe that the only laboratory method has value, because fair comparisons can be made under controlled conditions that very closely approximate reality.
