Okay, let me see if I can answer some of your questions.
First off, most manufacturer pistols will have a disclaimer in the owner's manual about +P ( and +P+ ) ammo.
A lot of manufacturer's, including Glock, will claim that you CAN
shoot +P rated ammo, but that is MAY
void your warranty if you do.
A lot of manufacturer's, if you call them and talk to one of their tech types, will explain that to SAFELY
shoot +P rounds in their pistol, they recommend changing a few parts, usually the recoil spring is the first and some other parts are possible. Some will flat tell you that you can do it and not worry about it. In a polymer pistol ( like the Glock and the XD ) I don't buy that for a minute. My H&K USP Tactical came rated for +P and +P+ and I still upgraded the recoil spring, just to be safe.
A +P round is basically a super-heated bullet. It produces more pressure, in the chamber, and causes the bullet to travel at a faster overall speed. The faster the bullet, the most penetration you can get.
A +P+ round is listed a round that is ABOVE SAAMI specs, meaning you got a tiger by the tail.
This is very hot super heated load and can definitely cause some chamber damage if your chamber is not ready for that much pressure.
Now, what are you gaining out of it. In a .45 cal ( which is what I am most familiar with so I am only using this as an example ) a standard 5" barrel will launch a 230 grain projectile at about 840-850fps. With a +P rated round, the same bullet will leave the barrel at about 900-910fps. This is what I carry. 230 grains at 900 fps hitting you in the chest is going to alter your view of the whole day.
So, what round is right for you??
In a 9mm platform there are a lot of choices with 115 grain being the most common.
Some others are: 124grain 135grain 147grain
The heavier the bullet, the slower it is most likely going to travel, but the harder it is going to hit.
My gal carries an all steel 1911 with a 4.25 barrel. We only stock it with 135 grain +P or 147 grain +P ammo because that is the lowest level that I, PERSONALLY, feel is acceptable to stop a man sized attacker.
Now, your gun, your experience, where you live ( lots of heavy clothing like Wisconsin, or next to no clothes like Miami ) will have a lot of bearing on what is right for you.
Now, I can go on and on and on about this issue, but I am going to let you digest that, and come back with more questions if you feel like you would like too.