The type of powder depends on several things.
One is how you are measuring it. If you weigh every load on a scale then put it into the case it really doesn't matter that much. If you are using a powder measure that uses volume then using a ball type powder probably will work better in the measure.
What are you using it for? Just punching paper you can use a fast powder like HG 38 or W231 which is the same thing. With that powder you can load up some light loads with 115 grain bullets. Going to mid range will give you cleaner burning loads. Stay away from the top end with a 9 mm round. It is a high pressure round and at the top end you can get into trouble quickly.
With 124 grain jacketed rounds I like using AA#5 powder. It measures well, burns clean and is easy to get an accurate load with a powder measure used on most any progressive press. If I want a faster round with this bullet I will use AA#7 powder. The paper doesn't care if I'm shooting a faster round or not at the distances I shot so I load up a lot with AA#5. A double load of AA#5 will fill the case but not over fill it. A double load of AA#7 will over fill the case.
WST will fill the case using 124 jacketed bullets and might even be a compressed load. It makes for an accurate round to shoot but I would suggest not using this powder in the beginning.
To start out I would suggest W231/HG38 or AA#5 powder. These are a little bit more forgiving. While 9 mm might not be the ideal round to start loading, it can be done as a first round to load you just need to pay close attention to what you are doing and not try to use loads at the top of the charts.