I don't shoot 40, if given a choice, so I have no input regarding that caliber. In 40 I will shoot whatever my Agency gives me.
For 38 Special I have a variety of rounds I select from. The most common is the old "classic" 158 grain +P LHP. I also have Corbon 110 grain +P JHP's and 125 grain +P JHP's. The final selection choice is Remington 125 grain +P SJHP. I really like the last load.
I don't get too "hung up" on ammo. It's more about the shooter than what "superhitechdeathrayoneshotstoppercyanidetippedhyd rochloroform" bullet is in the gun. In short, it's the "software" not the "hardware" that wins gunfights. I just select a "decent" carry load and go forth with it.