If you want to shoot lead you will want to look at a coated bullet. There is no problem with uncoated lead if the alloy and sizing is right, but the coated bullets are 99% cleaner out of the box from the loading dies to the target.
Correct bullet diameter is still important with coated bullets for best accuracy, generally minimum .001 over YOUR bore diameter.
Top competitors fire millions of coated rounds annually through Glocks with no problems. I don't know any high volume shooters using lubed lead in autos. They use coated from a handful of trusted suppliers and bulk Jacketed for a critical match if the best accuracy is needed. If you buy in bulk JHPs are maybe only 10% more.
I buy from these guys:
Precision Coated BulletsPrecision Delta Jacketed BulletsAll the top manufacturers will sell you a small sample if you want to try them first.
