One of the best ways to learn about self-defense and shooting is through good old-fashioned book learnin'. Here are a few I recommend:
In 9mm, .40, and .45, it's easy. Find Speer Gold Dot or Federal HST in any bullet weight, +P or not. In .38 Special and .380, especially out of a short barrel, there are no really outstanding choices. I recommend .38 135 grain Gold Dot and .380 Hornady XTP.
There is a lot of equipment out there which is utterly unsuitable for defense or even range use. Here are some recommended companies you can trust:
Muddy River and Bravo are lower cost options. They won't likely last as long as the higher cost equipment, but they are safe to use and check all of the boxes.