my personal choices for ammo:
range - whatever fmj i can find for the cheapest price at the moment. some folks have problems with certain brands because they dirty the gun more than others but you should clean your gun after every time you use it in the first place so this shouldn't matter at all. (plus you've got a Glock, dirty doesn't matter one bit)
SD/HD - Speer Gold Dot. I usually tend to lean to the heavier side 165gr.-180gr.
lots of people don't trust ballistics gel (and I don't COMPLETELY trust it either) but it at least gives you a vague idea of how a bullet will perform upon terminal impact. In most of my research of .40S&W SD hollowpoints, I have found Gold Dot to perform the best, but that's just my opinion. there are several others that certainly would NOT be a waste of money.
just a tip: search for ballistic charts on Google and find something with good quality pictures of the recovered rounds after they've expanded. this is not the end-all, say-all evidence, but it's a good idea of how your bullets will end up after they strike an attacker.