While I don't shoot the rounds I carry in IDPA or some other such "competition", I do reload with rounds that are similar in bullet size/shape and load them up to the same velocities as Gold Dots or whatever the new trendy bullet is. I can reload for almost half of what you'd pay for newly manufactured, at least when dealing with the larger calibers, and that's even beating ammoman and other distributers. The 9mm is a little different story, probably because its used by the military. I can find military ball cheaper. The same is true with the .223. I buy .223 ammo because its cheap in bulk.
When I do shoot my carry ammo regularly is during night competition/training shoots. I like to know that the ammo I'm carrying isn't going to let out this big fireball and blind me.