I must admit that I'm sometimes swayed by what people in the gunwriting industry have to say, so I'm currently carrying the 135-grain Speer Gold Dot.
I also have several boxes of Winchester 125 +P JHP on hand, and one of my house guns is loaded with that. From a strictly subjective point of view, it's not as loud or "bouncy" as the Speer, but I attribute this to the difference in bullet weight.
I also have on hand several boxes of Winchester +P LSWCHP, but I find it really uncomfortable to shoot in my Airweight (M638). From an all steel M49 or M60 it's better, but the grips on the 60 don't do anything to help with recoil. The M49 usually wears a set of S&W "banana" grips, which allow for a much better hold.
The one issue that I'm most concerned with when carrying one of the pocket guns is that it's controllable. No matter what load I'm carrying, when it gets to the point that I can't hit the target, something has to give. The new Speer 135 +P is definitely hot stuff, but I can put five rounds of it on target in a relatively short time. I don't think I'd want to use it as a steady diet, though; did I mention that it's kind of "bouncy"?