9mm ammunition is available in two pressure levels: standard and "+P." The latter should only be used in newer guns (made since 1985 or so), and is best used sparingly. I will deal here with only commercially available ammunition: there are specialized loads available only to law enforcement personnel. Civilians should not worry, as there are commercial loads as good or better than anything restricted to law enforcement usage.
I will now tell you the best 9mm Luger load for self-defense: it is the Cor-Bon 9mm 115 grain +P Jacketed Hollowpoint. This is the most powerful and street-proven manstopper available in this caliber. It is a high velocity (1340 fps) and high pressure round, and more effective than any load restricted to law enforcement use (such as the Federal 9BPLE).
Unfortunately, it is also likely to jam many older guns. For this reason I add a table at the end of the 9mm section discussing round suitability for different guns. Modern hollowpoints may either (a) jam, or (b) be too powerful for some older guns. This load is suitable only for First Class pistols (see table).
The best standard pressure 9mm load is the Federal 115 grain JHP (9BP). Its effectiveness and accuracy make it the world standard. Buy several boxes. Other excellent standard pressure 9mm loads are the Winchester Silvertip 115 grain (X9MMSHP), and Federal 124 grain Hydra-shok (P9HS1).
For guns that may jam with the Cor-Bon or Federal 115 grain hollow-points, the Remington 115 grain +P JHP is a good choice (R9MM6). For older guns I would use the Remington standard pressure 115 gr. JHP (R9MM1).
Now it is time to impart some crucial information: NEVER use 147 grain ammo in a 9mm pistol! There was a stupid fad for 147 grain hollowpoints a few years ago, and many were suckered into buying these weak, worthless and malfunction-prone rounds. I don't care what you've heard: never use any 9mm hollowpoint heavier than 125 grains. 147 grain hollowpoints often jam in many popular 9mm guns like the Browning Hi-Power, SIG, Beretta 92, S&W and Glock. Ignore the gun magazine hype and stick to what works. If you want to gamble, go to Reno. Don't gamble with your life. 147 grain ammo sucks.