In approximate order of increasing price.
In general, the steel case import Russian ammo is about equivalent. TulAmmo, Herter's (rebranded import) Brown Bear, Wolf.... Accuracy is fine. Reliability is fine. The steel casing is mild/soft steel so it won't hurt your firearm. Usually not reloadable since Berdan primed. About 1-2 $ cheaper than brass cased. A lot of steel cased ammo is also Bi-metal jacket: the projectile has a lead core, soft steel jacket, and is copper plated outside the jacket. It's fine for your gun due to the steel being soft and plated. Some indoor ranges will ask what ammo you're shooting and hold a magnet up to your ammo. Usually more often with rifle ammo.
Then there is remanufactured Ammo. Hit or miss. Brass is from mixed lots and has been used before. There is another thread where someone had 2 squib loads from a fairly well known reloading company. Just be careful of squibs. I've had some sketchy reloads before, and I too would probably go with steel case russian if available.
Then there is import Brass case. Fiocchi, Sellier + Bellot, Perfecta. I'm sure there are others. Usually cheaper than US brass cased. However, not always the case depending on a few things. At Walmart last week, 100 rds of 40 cal WWB was a few dollars cheaper than 100 rds Perfecta due to bulk packaging. I jumped on that one. The brass is perfectly reloadable. I have no qualms shooting import ammo.
Then there is US made, aluminum case ammo like CCI Blazer. Not reloadable, the aluminum cracks on bullet seating. About the same price as steel cased.
Then there is US made brass cased practice ammo (FMJ). Winchester White Box, Remington UMC, American Eagle, etc.... they all work fine in my guns.
Then there are premium self defense rounds. 50c to $1 a round but if you really want to check your accuracy at range, find the defense round your gun likes. These are held to tighter tolerances with more consistent powder charge/bullet weights etc...
I've only seen 1 problem with Perfecta 115 grain 9mm ammo, it had a slightly lighter powder charge than say WWB. It ran fine in my sub-compact, a compact, but my friend had a new Beretta 92FS that he ran dry which produced failures. Winchester White Box had no problems. Now several hundred rounds later I think he would be fine with Perfecta.
Reloading, I usually manage about $7 dollars/50 rounds for 9mm, 40, 38. And I don't look really hard for a good deal on components. I don't buy huge quantities either. My favorite part about it is not having to be at the mercy of availability when times are tough. Want ammo? Go pull the handle a few times. You do have to pay attention and check a few things every cycle but it's no harder than driving.
People have questions about cheap ammo accuracy. There's an interesting test if you google "theboxotruth cheap ammo" - to see just how accurate cheap ammo is