I don't load my own self defense ammo for my carry gun. That's because I'm too lazy to seal the primers and cement the bullets in place as is usually done with .45 ACP ammo.
I do handload my "bear defense" loads however.
What bullet you choose would depend on what you want or don't want to do. In your case, the little 135-155 gr. HP bullets have a rep for making nastier wounds on two legged targets but don't shoot through barriers as well as the 180 gr. HP stuff. Your call.
Be sure your ammo is very reliable. I'd use new brass. The 40 S&W has a rep for going critical easily, so stay away from hot loads, and be very careful with seating depths of your bullet choice. E
