So far (about 150 rounds on a week old gun) I've just shot budget Federal and Winchester FMJ in mine, but with no issues at all.
I have a Galco KingTuk Kydex/leather IWB that's made for the other M&P 9s and 40s and the Shield fits in it firmly. I also have a molded leather Galco pancake holster that fits the Shield nicely. My Fobus Kydex paddle holster originally purchased for my M&P 40C is too loose for the Shield.
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