I've got an FNP-9 and it'll shoot anything. I've shot Federal, Winchester White Box (hollow point and ball ammo), Speer Gold Dot, Blazer, etc. Never a hiccup. I buy the Winchester (non HP) ammo at Walmart for <$20 for a box of 100. It's cheap and it works. It's a little bit dirtier than other ammo I've used, but that just means I have to clean the gun a little more often, which is less a chore and more of a hobby now.
Some of these guns need a break-in period, others run flawless out of the gate. If you have any issues with the slide locking back or any FTF's the first trip out, don't sweat it, just leave the slide locked back for week or so and it should break in the recoil spring.
I've shot everything from Winchester white box 115g FMJ to 147g jacketed hollow points, in at least six different manufacturers. I mostly shoot Seller and Bellot brass-cased FMJ 115g on the range, although I picked up 1,000 rounds of Magtech just before Christmas. At about 2,000 rounds, I've pretty much had no problem no matter what kind of ammunition I fired.
I'm with JustRick on the S&B ammo. I had previously gotten it from ammunitiontogo.com for a good price, but they don't have it in stock at the moment. I might order a case of Magtech from somewhere else if I can find a good price.