I practice with Federal 115 gr FMJ 9mm ammo from Walmart, mainly because it's the lowest cost, readily available ammo I can find locally (at $10.47 per 50-round carton), it burns reasonably clean and I've not had a single malfunction with over 2,000 rounds fired.
I run Federal's 124 gr JHPs for carry, and I fire them now & then at the range.
Unexpected observation: the 124 gr JHPs shoot SOFTER than the 115 gr FMJs.
I know little about ballistics, but I would think that the higher the grain count for any given caliber, the greater the felt recoil. How it can be that 124 gr rounds produce less felt recoil than 115 gr rounds?