You made an excellent purchase by going with the Glock 19. I often tell people if they are going to own one gun, that is the one to have. I reload most of my own target ammo these days but the cheap Winchester White Box and Remington stuff and always served my just fine in all my guns for practice and fun.
As far as carry ammo...I am thinking about buying some Hornady Critical Defense for my 9mm pistols. But I am currently carrying Remington Golden Sabers mainly. I also have some Federal Hydrashok rounds I really like.
Don't let any of the guys that talk down on a 9mm and say it won't get the job done bother you. They are usually internet tough guys that have never actually used a handgun in a real life defense situation. No handgun that is commonly carried has that magic one shot stop power...unless you take out the brain stem or spine. I can promise you from first hand experience that a 9mm will put someone down. Trick is shooting a lot of ammo and knowing what you're doing.
Sorry to be long winded...I got in another one of those "I don't trust anything that's not a .45" arguments today. Enjoy your new gun and go over to the range report section and give us a review and don't forget the pics!
"They're on our right, they're on our left, they're in front of us, they're behind us; they can't get away from us this time."
Chesty Puller, USMC, Chosin Reservoir, Korean War
"You cannot exaggerate about the Marines. They are convinced to the point of arrogance, that they are the most ferocious fighters on earth - and the amusing thing about it is that they are."
- Father Kevin Keaney, 1st MarDiv Chaplain, Korean War