You will find problems with every ammo. I have never seen anything significant with Fiocchi, which is what I shoot most, probably close to 10,000 rounds now. The one nusanse has been the jacket getting just a slight shaving sheared part way off during seating, resulting in a little barb sticking out. To the best of my knowledge, this has never caused a gun problem, but I have gotten a couple in my thumb while loading 1911 mags. They smart pretty good.
Everyone has their favorites for defense, practice, cheapness, cleanliness, etc.. Mine is Fiocchi for practice and it is pretty clean.