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Find out what the police in your area carry and use it. If you are ever unfortunate enough to have to defend yourself in court because you shot someone in self defense they will not be able to demonize you as some nut if you use what the cops use. Federal Hydra-shoks or Winchester Personal Protection in 147 grain are commonly carried by police.
Federal 124 grain HSTs are what I choose as my defensive round and are considered the industry gold standard by most. I wouldn't recommend shooting 147 grain anything out of the shield as the short barrel might not properly stabilize the round, and the recoil impulse is going to be noticeably harder without all that much gain in terminal ballistics. Shot placement is the most important thing, and it's going to be easier to put the bullets where you want them with 124 grain loads out of a sub compact.
Is is all a matter of opinion in what you use. Both brands ammo that these guys mentioned is great stuff, but I like to use the hornady critical defense ammo. It is very accurate out of my shield, and works great. It is also made specifically for personal defense. Your best bet would be to shoot a few different brand and see what you and your gun like, as all guns vary in what works best for them. Hope this helps.
I get a frangible round in 9mm. Buds sells them by a company called Pro Trainer. They are intended to reduce accidental damage (should you have any) by turning to almost dust after striking something like bone. So you get one massive hurting wound and the damage stops. Some other bullets are simply made to kill and can even kill multiple people with one shot. So if you are new to shooting, be safe for all of us.
My 9mm Shield has been reliable with 124gr Federal HST
You'd be hard pressed to beat Hornadys critical defense ammo in either standard pressure or the +p 135gr loading. Personally I prefer the +p especially in a short barrel. Helps make up for the velocity loss from the shorter barrel. The shield is known for its controllable recoil, so it shouldn't be an issue.
Try a few and see what you like. I tried Hornady critical defense and American gunner. As well as some federal and fiocchi loads. The best group and function for mine was the 115gr American gunner.
I just saw where SuperVel has started making ammo again. It's certainly not the same as when Lee Jurris was producing his SuperVel due to advances in powder and especially bullet design. They always made a great defense round.
Whatever brass cased cheapest ammo you can get. Clean the gun after each use either way but get the best bang for your buck with the most ammo - your firearm is quality enough to stand up to anything you put through it with brass. --CK
for me, its always been speer gold dot because there were tests done years ago by law enforcement that proved they tend to hold onto their jacket when being fired through auto glass and other such barriers and still hit the target and expand as intended.