For the range...whatever is cheap. I have no issues with the Russki steel-cased ammo, like Tula or ----Bear, and all of my pistols have eaten it just fine. If you don't want to go that route, there's the traditional WWB (Winchester White Box), Remington UMC, Federal Champion, Blazer...whatever you can find for the cheapest.
As for self defense, though...that's a little different. You're going to want to find a round that is known for effectiveness, and--VERY important!--works 100% in your pistol in your hands, and shoots with what you consider acceptible accuracy and control under rapid fire...which means, what works for me, or anyone else, may not work for you.
Fortunately, the legwork has been taken out of the rounds with proven effectiveness...you just need to pick one of the following rounds (doesn't matter which), put at least 50 through your pistol to verify reliability, and then be confident that you've got a load that works for you.
•Barnes XPB/TAC-XP 185gr HP loaded by:
•Winchester Ranger-T 230gr JHP (RA45T)
•Winchester Ranger-T 230gr JHP +P (RA45TP)
•Federal Tactical 230gr JHP (LE45T1)
•Federal HST 230gr +P JHP (P45HST1)
•Federal HST 230gr JHP (P45HST2)
•Speer Gold Dot 230 gr JHP (23966)
Source: Best Choices for Self Defense Ammo