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Peter, I usually break in my firearms with the target ammo I will be using most of. Since break in is standard, I would incorporate a variety of ammunition in the break in period paying particular attention to what gives the best accuracy in both plinking rounds and self defense rounds. That way you can stock up on the lot numbers of each to attain best target and self defense accuracy.
Personally, I use full metal jacket ammunition for break in of all my firearms. In terms of brand, it is subjective, because one answer can differ from others. Personally, I enjoy using Remington green box, Winchester white box and Blazer bass. You can find good deals on bulk Blazer brass. If you plan to carry a firearm either for duty or self defense I would try various types of defensive rounds and see what you shoot best with. When I carry a 9mm I use 147 grain hallow points...various brands. I like using Hornady Critical Duty rounds for 40 S&W. Pay attention to target ammo as some shoots better than others, but also depends on your firearm and skills.