Well, generally speaking, .22's are pretty readily available most places .......... on the other hand, the 9mm's of any description are almost non-existent for most of us. And finding the particular loads you want is next to impossible. When/if you do find them, the price is way out-a line with what they should be. It will become pretty apparent when you start shopping for them. Although from your post it would appear you're finding enough to keep you happy. That's a good thing.
Typically, FMJ's (sometimes WC's or SWC's) are used on the range for target shooting. Bullet weight and sometimes even the 'brand' will largely be determined by what your new gun likes. Try as many different ones as you can, keep good records, and you'll begin to see which loads the gun prefers.
And congrats on the new RO.