I was out at the Angeles range yesterday testing out defense ammo in the various firearms I own. One of my guns is a Sig P239 .40 S&W.
It fed the Winchester Ranger LE, 165 gr JHP T-Series, the Speer Gold Dots, The Corbon DPX, The Double Tap just fine. I really liked the Double Tap and the Speer Gold Dots.
I believe any of these would serve you well in the defense of your life.