In order of preference for my G-19:
1)124gr+p Rem. Golden Sabre- performs very well in tests I've seen. Pen & exp through cloth is excellent, expansion is often just as good through clothed gel as some loads expansion in bare gel.(Also like the std. 124 GS)
2)124gr+p+ Fed. HS- this is an LE-only load. However, you can purchase it from bluegrass armory at
www.bgarmory.com, they also carry Fed. 115gr+p+ 9BPLE load.
*Check your local laws, but in (most) states it's not illegal for you to possess LE-only ammo.
3)135gr+p Triton HiVel- 1200fps & 432fpe from a 4in bbl w/ the added weight of the 135gr bullet. Also a good performer through cloth in limited tests that I've seen.
Speer's 124+p Gold Dot does not perform well through cloth, it expands well in bare gel, & is better against hard barriers do to the bonded core of the GD. Proloads version is not loaded as hot as Speer's.
Not being LE, I'm personally more concerned w/ a bullet's performance through cloth, not through hard barriers such as car bodies. However, your personal needs may be different.
There are some other loads I like, such as Rem. 115gr+p std. jhp, but the above are my 3 favorite, & I usually go w/ the middleweight loads.
As a side note, all loads above should also perform well from short bbl. pistols should you ever want to purchase a 9mm for concealed carry.
Best,
long shot!