I don't want to hijack the thread with light vs heavy 40S&W bullet performance but I used to be fan of lighter 135/155 gr JHP for 40S&W defensive ammunition but now prefer 165/180 gr JHP ammunition based on various gel/penetration performance testing done.
I like bulk Speer Gold Dot HP and Remington Golden Saber JHP projectiles to reload "duplicate" practice rounds as I use same factory ammunition for SD/HD.
As to cheaper practice, I use lead, coated lead, and plated bullets with powders/charges that produce comparable felt recoil and point-of-impact.