Even with factory ammo one is best to choose what the local law enforcement agencies are carrying in that caliber.
Because the you want the prosecution to say you are a cop wannabe?
Do you use ammo from the police, sheriff, dog catcher, constable, highway patrol, rangers (Texas), and if in the bigger cities from local federal agencies such as the US Marshalls, or FBI?
Lots of people get screwed using factory ammo as well. Fish did, though it wasn't just the ammo that got him screwed, but a set of laws, statements he made that didn't fit other witness testimonies, and an idiot lawyer. Ersland used factory ammo, and it wasn't even an issue.
The bottom line is that every aspect of the shoot will be scrutinized and it will be the prosecution's job, if you go to court, to try to get a conviction.
Ayoob thinks it is a bad idea. He has also noted that if the prosecution is going after your choice of ammo, then they really don't have a very good case.
If you take the time to look, ammo type is usually a minor point, but will be discussed quite often in cases. Lots of people get wrongly convicted when using factory ammo where ammo is mentioned in the case, such as Fish. In point of fact, most people wrongly convicted in shootings were using factory ammo.