For my P99 9mm I use Winchester white box 115 grain. That's for range use and I acutally keep it loaded with that all the time. The P99 .40 is what I reach for when the need arises at the homestead. In that I use Speer Gold Dot +P JHP 180 gr. For range use I use the Georgia Arms Canned Heat 180 gr. Both loads are great and behave similarly.
Range: Winchester "Value Pack" or CCI Blazer most of the time.
SD: currently the Winchester 115gr. HP in the white "generic" 50 round boxes, but i'll carry about anything, Speer GDHP 115's or 124's, Federal HSHP 135's.
The more i've learned about modern hollowpoint ammuntion, the less concerned I am with who's name is on the box. If its from a reputable manufacturer, and my P99 eats it with 100% reliability, then i'll carry it.
Carry: Federal 124gr. +P EFMJ (Expanding FMJ)
Practice: 124gr. FMJ No Brand (A local shop loads these and sells them $20 for 200 rounds! After several thousand rounds, I've had zero bad rounds and found it cleaner than Whinchester white box. Can't beat that! )