We all have our favorites, but that doesnt mean they will be the guns favorites. As much as we hate assigning personality traits to guns they do have them. Some like heavy bullets some like light... Heck I have had the same 2 guns (USP45C's) shoot differently with different ammo. One liked 185gr Golden Sabres and the other liked 230gr Gold Dots. Never could figure that one out. Go get some boxes of quality defense rounds from name brand manufacturers and see which shoots the best out of your gun. A good designed HP round from most makers will do the job so long as youdo your part.
My current G19 loves Hornady 124gr TAP the best. My G21SF loved the 185Gr Hornady XTP.
For plinking get stuff thats cheap and if possible shoots similar to your defense rounds. Non of my Glocks have ever had issues with eating ammo, be it Wold, S&B,WWB, UMC... They all went bang.
I've yet to find anything except for some re-manufactured stuff I got at a gunshow that had some case sizing issues.
For competition use in my stock Glocks I was running Blazer 115 grain beer cans. I've recently switched over to Monarch 115 grain brass case. I've run some of the steel case stuff as well and had no problems with it, but a lot of ranges I've shot at don't like the non-brass cased stuff.
I've pretty much run everything else through it that is cheap and bought in bulk, including quite foolishly some 9mm Isreali subgun ammo. Only ran a box of two through the gun before common sense kicked in and I traded the stuff to my local smg nut.
For defense loads I run Speer 147 grain gold-dots at the moment. Nice thing with them is you can get the Speer 147 grain lawmen FMJ that is loaded to the same specks for practice at a reasonable cost. I've also got some of the original black talons and some of the various iterations of it as well. Have done the golden sabre thing as well as hydro-shocks and some TAP and cor-bon. I settled on the gold-dots mostly because I get them and the lawman practice ammo free from a trooper buddy at Christmas and my birthday every year lately.
When I was toying with finding a factory load for my G34 open gun, I spent a couple grand over 6 months and tried pretty much most of the commercial ammo that was commonly on the market in Houston, before finding that the Fiocchi 147gr FMJ worked the gun with the comp. Anything that didn't got run through my G17 and I never found anything it didn't like or that didn't shoot well on paper. Naturally you got the change in POI with the various weights, but that is easy to deal with if you've picked a load you like.
Hoji was right on the head though, depending on the gun some ammo will behave differently or not be as comfortable to shoot for you or the gun. The link from htxred is also a good starting point as well to see what will give you some good performance. Just remember that the ammo performance is not just an issue of speed, but also the design of the bullet itself and its ability to actually create a good wound and deliver its energy effectively to the target. A good source of info are the shooting and wounding statistics that are collected by various agencies.