Remington Gold Dot is VERY underrated.
It's actually Remington Golden Saber. You're confusing it with Speer Gold Dot. Both are very good defense rounds but the Golden Saber should be tested in your gun before you depend on it. It has a longer overall length than most cartridges. But if you buy Golden Saber, be sure to get the bonded ones.
I like heavy bullets on .40, but that's just me.
As a rule of thumb, the heavier, the deeper the penetration (try to say that and not think dirty
). I try to stay heavy-for-caliber in all my loads. Here are a few of the trusted hollow point loads in my various handguns:
9mm - 124gr Speer Gold Dot +P, 124gr Hornady XTP +P, 124gr Winchester PDX1 +P, 135gr Federal Hydrashok
40 S&W - 180gr Federal Hydrashok (home defense load)
45 ACP - 200-230gr anything. I think the best is the 200gr Speer Gold Dot +P
For target practice, there is no reason you shouldn't shoot aluminum. It may expand a lot, but aluminum is MUCH softer than steel. It won't hurt your gun. It just may jam some. But any other brass ammo will run fine as well.
What kind of guns did you get, btw?