Right now I carry 135 grain 9mm Federal Hydra-Shok in my self-defense concealed carry firearm, but I was also thinking about Speer Gold Dot. Since I haven't ever been in a self-defense situation nor do I know much about the effectiveness of various ammunitions, I don't know what to use. What does everyone else here prefer and know about ammunition?
Guy, you aren't asking the right questions. It isn't simply a matter of what model of what brand is best, so your poll is bogus in that regard. The performance of a given brand and model of slug will depending on its loading, the platform from which it is fired (especially barrel length/ability to produce velocity) the media the round will be striking, and at what velocity it will be striking the media. For example, Federal Hydrashok 230 gr. .45 acp is (or was found to be in one test) a better expander than Speer Gold Dot 230s when fired from a 5" barrel. However, a Speer Gold Dot 185 was a much better expander from a 3.16" (Kimber) barrel than anything Hydrashok was loading including 165, 185, and 230 gr slug in standard and +P configurations. So which is better? It just depends on circumstances.
Then you have to consider issues such as whether or not you want to be penetrating barriers of some sort (walls, auto glass, sheet metal, clothing) and what performs best. Of course, barriers of various types can really disrupt terminal performance.
As noted, there are the other issues of reliability and accuracy. Generally speaking, accuracy should not be significantly different between commercial loads and likely won't make any difference at typical self defense distances, but what if you do have to shoot long distance?
Do you want greatest penetration or protection from over-penetration?
The bottom line is that there is no universal best make and model of slug that spans loadings and calibers when fired from various platforms that will perform best in all areas of need.