I haven't shot lead in my 9mm yet, but I have in my .40 P99. They work great in the .40, so I would suspect lead would have the same results in the 9mm. I haven't tried any lead in the 9mm, because I can get jacketed bullets for just a little bit more around here.
In my .40 I use lead bullets from LaserCast. 170gr.
I have put a lot of Carroll reloads thru my P99 9mm.
LRN, 124gr. I don't know the loading data for the stuff, as I buy it off the shelf. I found it to be just as accurate as FMJ 124gr, at 50ft. It just takes a bit more on the cleaning exercises, but I have to shoot lead when indoors as No Jacketed ammo is allowed at the club indoor range (due to backstop).
Considering the velocity of the 9mm cartridge I'm now thinking that I will probably use a plated or jacketed bullet so that I don't have to deal with leading. Opinions on a good bullet for punching holes in paper and knocking down steel plates are welcome. Also I would like ideas on powder, I'm not looking for top velocities but a load that is accurate and easy on the pistol. TIA
For cheap practice and plinking ammo, you probably won't find a cheaper alternative than Winchester "white box" 9mm 115gr FMJ. It is sold in boxes of 100 for only $11 at Wal-Mart. I've shot about 600 rounds of this ammunition so far through my P99 and I have had only 2 misfires. Both of those rounds went off after a second-strike.
Also available at Wal-Mart are CCI Blazer 9mm 115gr FMJ. They are a little more expensive at $5.90 for a box of 50, but they burn a little cleaner than the Winchesters. There are some thoughts that the aluminum casing used is harder on the extractor than traditional brass, which I think is true.
I currently use only Winchester white box because it is the cheapest ammo out there and its reliable.
In terms of a good bullet and powder combination try 124 gr jacketed/plated bullets using 8.0-8.5 gr of Accurate Arms #7. Seat the bullet so that its full diameter is seated 0.020" shorter than engaging the rifling when chambered. I have found these loads to be extremely accurate in multiple 9mm guns. The absolute best in a P99 was a 125 gr Sierra JHP over 8.3 gr of Accurate Arms #7. This load grouped about 1.5" at 30 feet shooting off hand. Please verify these loadings with a commercial loading manual before trying.
If you want to buy reasonable priced ammuntion than I recommend the Fiocchi 123 gr truncated cone. It has been acccurate in our P-99's. It is about $6/50 rounds on teh internet.