You're correct. 9x19 Luger
IS the obvious choice, but...
In my humble opinion, 9x19 Luger is not
harder to load, but there are a
lot more details/ steps/ measurements to check when loading it. This is mainly because of its
tapered case. Very, very few handgun cartridges are tapered. (38Spcl, 358Mag, 380Auto, 45ACP, and 40S&W are all true straight-walled cartridges.) The reduced volume of the case is also a concern, and calls for very sober, adult level of attention to detail and care. The end result is a more highly refined loading
process for 9mm, which if applied to all your cartridges, will result in a better overall reloading experience.
What the tapered case means is if the cartridge case is not sized precisely right (that is, the reloader doesn't spend the extra die adjustment time to get the sizing and shaping done correctly) that the cartridge can get wedged in the chamber causing all sorts of user issues. And because the cartridge is half-way into the chamber, where no one can see, correcting even minor sizing issues can take longer to sort out. The key is to this is to 1] spend extra time in die adjustment, 2] load more "test cartridges", and then hopefully 3] have a reloading press where the dies don't need to be removed or disturbed between use.
Chamber Pressure concerns can be completely eliminated by simply using a chronograph to measure the average bullet velocity, and then comparing those results to the Velocity listed under
Max Load in your up-to-date reloading manual. But, far from being a burden, the purchase of a $100 chrono will
greatly expand your enjoyment of reloading, knowledge base and overall shooting safety.
Hope this helps.