I hand load so the typical 200 rounds of SD ammo for me is a cost of less than $60 for those using Hornady XTP JHP in 9mm. Add about $10 for .45 acp.
I load them to the level of the factory SD rounds. They feel the same to me. I also shoot a lot of cast lead. I would not feel undergunned to carry my own cast lead handloads in a pinch.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.