I own the Stoeger Cougar 8000L model (which is simply a "compact" version of the OP's pistol....same barrel length, etc., but a shorter grip with 13 round mags, rather than 15 in the standard model). Great pistol - my favorite to be sure. Eats any ammo I feed it with ZERO problems. I've put about 1100 rounds through mine, with NO failures. The Stoeger is an excellent pistol, basically just as well made as the original Beretta- produced model (which was identical)....but available at a much better price.
One thing, someone mentioned magazines as if the Stoeger mags are in some way different from original Beretta mags. Not so. In fact, Beretta supplies Stoeger with the mags for the 8000 series pistols (Stoeger does not make their own)....so the Stoeger mags ARE the original Beretta mags, made in Italy. So, any original Beretta 8000 mags will work in the Stoeger pistol.
As for ammo choices, I hand load most of my ammo. But, of the purchased ammo I have used, I am very partial to Fiocchi and Sellier & Bellot. I use their 115 grain round nose FMJ.....fine practice ammo. For SD ammo, most any 124 grain hollow point ammo will do, but, I have had good results with Hornady XTP.