They have 9mm and .40SW in both brands at Walmart. Academy has CCI Blazer Aluminum in both calibers too. For 9mm, 115 grain is your normal target practice weight. For .40SW, it's 180 grain. Anything other than that is probably some special purpose weight.
WWB and CCI Blazer brass has brass casings. You can save those if you choose to reload later. CCI Blazer Aluminum has an aluminum casing. You cannot reload those to my knowledge.
Personal defense ammo is a whole different thing in terms of the bullet and load. Speer Gold Dot, Federal Hydrashok, Winchester SXT are some of the common favorites. They cost 2-3 times more than target practice ammo. The debates on which is the best are worse than the debates on what mods are best for your Mustang.