I've found that 165 to 180 grains work best in mine, as far as accuracy goes. All the .40 P99's that I've owned have loved 175gr Laser Casts from my reloads.
I thought I read somewhere that the P99 was built mainly for the 180 gr. bullets, because at the time, most police agencies were using that bullet weight. I don't know if they have changed anything since then (1998ish). It seems like most police agencies are using 165 grain Gold Dots.
If you are using your P99 for self defense, I would find out what your local police are using and use it too. That way if you ever are involved in a shooting, the DA can come down on you too hard, because you are using the same thing your local police are using.
Other than that, I would just go buy a bunch of different brands and try them out, to see what works best in your P99. Every gun is different and everyone of them may like something different than the other one. This is especially true in rifles.