Ok, where to start...
Armor piercing ammunition in pistol calibers is illegal to sell to anyone but law enforcement or the military. This would apply to anything made in the last 20 years.
Carvng an X into a bullet doesn't enhance anything. Redesigning the entire projectile with an appropriate jacket to create a controlled expansion, however, does. Such rounds are refered to as Jacketed Hollow Points (JHPs), and are commonly sold as self defense ammunition for both ordinary citizens and law enforcement. Ammunition marked "Law Enforcement Only" is usually not regulated by law. A number of JHP rounds are sold this way, but it is done by contract with the retailer. Usually "LE Only" ammo is loaded to a higher pressure, which can damage some guns. Generally speaking, police officers carry modern weapons capable of handling this hotter ammo. Restricting the sale will, in theory, prevent an ordinary citizen from stuffing extra-powerful 9mm ammo into a 60 year old Luger. If a police officer decides to give you a box of "LE Only" Winchester Ranger ammunition, nobody is breaking any laws. If your local gun shop sells it to you, they can lose their contract with the manufacturer.
Now, on to magazine size... There was a law, enacted in 1994, that restricted the sale of "high-capacity" magazines. Law enforcement and the military could purchase these magazines, but ordinary citizens could not purchase a magazine, made after the ban was enacted, that could hold more than ten rounds. The ban ended in 2004, so we can again purchase magazines of any size for any weapon.
Now, everything I just said applies on the federal level. Some states prohibit the purchase of magazines of various sizes. For some, it is ten rounds, for others, it is twenty. In most states, however, there is no such restriction. If I recall correctly, some states also prohibit hollowpoint ammunition. In that case, a box of "LE Only" hollowpoints, or indeed any hollowpoint ammunition would be illegal for an ordinary citizen to buy.