With the modern loadings now available, there really isn't much reason not to carry JHP's except a gun that is unreliable with them. The only advantage, from a terminal performance standpoint, that FMJ or other non-expanding bullets have over JHP's is increased penetration. While this is a reason to carry non-expanding bullets in very small calibers like .22 Long Rifle, .25 Auto, and .32 Auto, a 9mm JHP still offers more than adequate penetration.
As to your chioce of ammo, 115grn Gold Dots are a fine choice. Personally, I like a loading that delivers a 124grn or heavier bullet at 1200fps or more such as Speer 124grn +P Gold Dots or Winchester 127grn +P+ Ranger T, but that's just my personal preference. With modern bullets like Speer Gold Dots, Winchester SXT, Remington Golden Sabers, or Federal HST, there's absolutely nothing wrong with 115grn or 147grn 9mm loadings although some of the older loadings like Winchester Silvertips, Federal Hi-Shoks, and Remington Express JHP's may not perform as well.