Federal is my usual choice but there are occasional guest appearances by Winchester white box when the sales are good. The main thing is the range ammo point of impact match my carry ammo.
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I reload my training and plinking ammo. That way I get to enjoy unloading and loading.
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I carry Underwood Extreme Defenders in my EDC. Too costly for range use.
At the range I’ll cycle my oldest ammo but more than likely I’ll shoot Federal FMJs.
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My first few magazines at the range are almost always the ammunition I’ve been carrying or has been loaded. That’s been Critical Defense (in 9mm) or Critical Duty (in .45ACP) but I’m moving to 147g HST for 9mm. So I do “cold drills”.
I use whatever ball ammo I can get my hands on after that 
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Herters Ammo. It’s the house brand for Bass Pro & Cabela’s. Very consistent, very clean and priced like a practice ammo should be!
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Ditto!!!
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Whatever is cheap, except steel case. I won’t buy that. I’m very picky about my carry ammo, not so much about my training ammo.
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That is why I learned to reload my own range ammo. But I do have my own personal range which is a plus since I go through a couple hundred rounds each time I practice. But I use a different weapon a day so I stay proficient on each one.
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My first few rounds that go down range are what I currently have loaded in my clip for my every day carry load. Then I usually go to some Remington or Winchester ammo for the rest of the range time. I also like the Defender Ammunition training ammo as well. That works great!! I try to get that whenever I can, mostly when I get a chance to get to a gun show. I train with and carry either 115 gr or 124 gr for continuity in my 9mm and usually try to stay around the 125 to 130 gr range for my .38 Special.
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I use reloaded 9mm… 115grain FMJ, 4.1grains of Hodgdon’s TiteGroup powder, for use in 4" barrels.
My two elder granddaughters shoot every week with me, at the local pistol range, and we three can easily go through 2,000 rounds per month! Best part is that I trained THEM to reload! 
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I dont buy any ammo,not even the DRT carry rounds I but just the bullets from DRT,the rest I purchase the bullets and brass from different
vendors
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I was shooting a lot of Blazer Brass prior to CA passing the law forbidding us to buy ammo online. Now I mostly reload and prefer the Speer TMJ bullets (no exposed lead) for most of the practice with some Speer GDHP added occasionally.
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If I must buy new factory stuff, PMC fmj seems to be the best I’ve found regarding reliability, accuracy, cleanliness and quality brass for reloading. This is for ,45acp.
For .38 Spl, Magtech Shootin Size 158gr lrn or PPU 158gr lswc, whichever is available and costs less.
There used to be 150gr lrn WWB, but I haven’t seen any of those in years.
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