The following is a compilation of ammo recommendations by Massad Ayoob from Glock Talk

 

9MM

Winchester Ranger-T 127 grain +P+, HST 147, Federal 9BPLE 115 grain +P+, or Speer Gold Dot 124+P    link, link, link 

 .38 Special in a small lightweight revolver

135 grain +P .38 Special Gold Dot, .38 LSWCHP+P    link,  link

.38 Special

Speer Gold Dot 135 grain +P .38 Special  link

.380

Hornady 90 grain XTP  link, link

.45 ACP

HST or Winchester Ranger-T 230 grain for S&W Shield .45  link

.40 S&W

Speer Gold Dot, Federal HST, or Winchester Ranger T all 165gr  link  

.357 Magnum in a snubnose revolver

hot 125 grain SJHP, 135 grain Speer Gold Dot +P .38 SPECIAL  link