There is nothing that a handgun needs to do that cannot be done with lead. Your barrel will far outlast you shooting lead. Leading does not have to happen. Yes, cleaning out leading from poor loads bites. Cost is substantially less.
Plated or jacketed will be less smoky. You won't have to worry about getting the load just right to avoid leading. Your barrel will outlast you, unless you shoot competitions where you put a lot of rounds downrange. Fouling is easy to clean. Cost is substantially more.