Grains is a measure of weight common for use in ammunition for bullet weight and propellant/powder.
The grains listed on a box of ammo refer to the weight of the bullet used. The general consensus is that heavier is better for defensive use. And unless you live in an area that restricts the use of hollow point ammo... you want a quality hollow point for defensive uses. I will go over hollow point ammo in a bit.
For target use, any FMJ type ammo from a quality manufacturer should be fine. 115gr is most common for target and practice use in 9mm. Depending on your location, you can pick up practice ammo in 9mm for $10-15, with larger stores offering the better prices.
The 9mm your shield uses goes by a few names.
9mm parabellum (para)
9mm Luger
9x19
9mm NATO
In the US, 9mm Luger and parabellum are used most on the ammo box.
Not to be confused with 9x17, 9x18, 9mm Kurtz, and other designations. These are different calibers entirely, and using them can result in simple malfunctions to violent deconstruction of the pistol. I don't think I need to mention that such an occurrence is dangerous, but I will... it's bad, don't do it.
Ammo labeled +P designates ammo loaded to higher pressures... read "higher power". This is a recognized industry standard, and most but not all modern pistols can handle using this ammo on a limited basis.
The downside to +P is that felt recoil and blast is increased. This is especially important in pistols like the shield, as the recoil in the shield is a little brisk. It is a simple matter of physics, that for a given caliber, the smaller and lighter the pistol, the more felt recoil there will be. Small pistols may fit the hands of smaller statured people better, but often they would be better served by a slightly bigger pistol, just because of the recoil reduction it affords.
That being said, the shield is an excellent pistol, especially for concealed carry. I like my shield a great deal.
Ammo labeled +P+ is loaded even hotter than +P. It is not an industry recognized standard, and it is up to the ammo maker to do it safely. No pistol manufacturers recommend the use of +P+ ammo in their pistols.
The upshot of modern bullet technology has made the need for +P 9mm ammo fairly obsolete. With modern defensive ammo performance between standard and +P being fairly equal if not a bit better in standard loads, when using modern ballistic theory developed by the FBI.
As far as defensive ammo choices, any of the modern hollow point designs from the respected manufacturers will work. For 9mm you generally want 124gr and heavier, though there are some exceptions, it is best to be very familiar with ammo performance standards before venturing off the beaten path.
Hollow point ammo is preferred as it tends to be more effective at stopping threats, and it's design limits penetration and pass through, which helps reduce collateral damages. Though judicious marksmanship is still needed.
Federal HST is pretty much the go to loading, as it is one of the best and most consistent performing hollow point available right now. The 124gr standard load is my go to, others like the 147gr load.
There are other good options too, here are a few.
Hornady critical defense
Speer gold dot
Winchester PDX1
And there are others available that people may recommend, some from smaller boutique manufacturers.
Best to avoid gimmick loads and fragmenting loads, as they usually do not perform up to the current standards and theory on effective performance. The G2 R.I.P. for example... it looks mean and nasty, but is seen as a joke by most experienced firearms owners/users.
Whatever ammo you choose to use for defensive uses, you need to test it in your pistol. Sometimes an individual pistol may not like a certain load or type of bullet. This causes the gun to occasionally malfunction. It may happen every few rounds fired, or only every 50-100... so testing at least one entire box is needed. Testing several boxes is better, but it can be cost prohibitive for some people.
Hope that info helps.
Oh, and Cabela's house brand Herters, the 9mm FMJ stuff loaded in standard brass cases, is made by S&B, a Czech company, and it is quality stuff. They sell it cheap too.
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