My wife carries a little Beretta Tomcat .32auto as a CCW weapon. I keep it loaded up with either the Hornady XTPs aleady mentioned or with Speer 70gr Gold Dot HPs. Either will get you about as much performance as you can expect from such a small caliber.

I also stay stocked up on American Eagle (Federal) 71gr RN FMJs for target practice - cheap & reliable.