I don't have one particular favorite 9mm load, because in some cases the gun dictates the load.
For instance, my MKII BHP is limited to standard pressure. It does well with bullets in weights from 124-147, but given the +P exclusion, I like Hornady TAP 147gr in it. I would also consider standard pressure 124gr Gold Dot. However, I virtually never carry the BHP, as it's on the heavy side, and I like the point and shoot of a DA or DAO gun better for carry.
My carry autos these days are either M&P .45s, or Beretta PX4 9mm's.
In the 9mm's:
My Beretta PX4 SubCompact shoots closest to POA with heavier ammo, and is dead on with Hornady TAP or Winchester Ranger SXT 147. I've been told the SubCompacts tend to shoot low, in general, so it makes sense they'd prefer heavier ammo.
My PX4 Compact, on the other hand, does best with 115-124gr ammo. I load it with Cor-Bon DPX 115gr. It's on the light end, but that's because it's an all-copper bullet. However, despite the light weight, the bullet has tested well (both by Cor-Bon and by independent testers) for light barrier and denim penetration, and does really well in ballistic gelatin. The DPX is pricey, but who cares when it comes to an SD load?