Differences in 9mm FMJ RN are miniscule, as long as you load them to the COL the gun likes. Buy whatever is on sale.
For HP I like Hornady XTP and Speer Gold Dot. Never really tried much else for autoloaders. For revolvers there are XTP's and XTP's. It's as if no other JHP bullets even exist.
I've tried 3 different 124gr FMJ round-nose bullets for 9mm. They all worked fine, with no discernible difference between them, as far as function and accuracy went. Buy the ones that fit your budget.
For paper shooting, I prefer plated bullets - a LOT cheaper. I've used Berry's and X-Treme in 9mm, .38/.357, .45ACP, and .223. All work just fine for putting holes in paper.