FMJ & LRN
For range training or practice, 38 special ammo designated as full metal jacket rounds, or FMJ, are the best choice. Full metal jacket bullets are designed not to expand when they come in contact with a soft target. Frankly, the bullet isn't as sophisticated as some of the other self-defense rounds on the market. Because of that, FMJ loaded ammo is generally cheap while still perfectly suited for range use and target practice.
Prior to the standard hollow point, lead round nose rounds were the choice of armed professionals. Often known as the "38 Special police", the LRN rounds are known for their ability to penetrate and deform. This deformations can cause extreme damage when used for self-defense.