Mine likes Speer 'LE' Gold Dot and Bass Pro's Winchester SXZ9, but as you'll see in one of the links below, not Everyone has the same luck.
Since the PF-9 can be ammo selective, so what runs great in one member's might not run well in yours.
Best bet... Buy a box of several brands and see what works best in Yours.
Kel-Tec does not recommend Aluminum Cased (as in Blazer Aluminum) Steel Cased (as in Tula, but I don't know if they even do SD rounds), but try anything Brass (or nickle coated brass) that may work well in your other pistols. Here's a few other SD Ammo threads to check out.
As Robzkt notes, many have had good success with Speer Gold Dot (either standard or the LE version which is the same), but a few have not. Other good choices include Corbon DPX and Hornady Critical Defense. But many PF-9s can be ammo picky, so the best bet is to choose 2-3 good loadings (based upon tests for expansion, etc in short barrels) and see which one(s) work best in your PF-9.
My personal favorite is the Federal Hydra-Shok 147 gr. It has excellent pentration. Repeat shots are smooth and controllable. I did have to shim up the rear site to get zero. This gets me right on the 8" gong at 75 yds. A bit extreme, but nice to know I can do it. I've always been completely satisfied with their performance over the past three years. At $21 a box it ain't cheap, but then again my life is worth it.
I'm partial to Winchester Supreme PDX-1 ammo. My P3AT, P11, and PF9 all seem to like this kind and it functions well in all three pistols. Even though I've never seen any gel tests with this ammo I know what it did to a deer I shot with my .44mag and it was quite impressive.
There are a number of threads that address this question. Try searching on "ammo selection" or "ammo performance" and scan the threads that pop up.
For my PF-9, the clear choices are the Hornady Critical Defense 115 gr, with the Speer Gold Dot 115 gr right up there with it. Both of these work flawlessly with my gun, and both show consistet terminal performance (combination of penetration and consistent expansion).
my likes silver tip 115 gr and any 124 gr fmj ammo. the only ammo i have trouble is 147 gr hp. i will get a stove pipe or two out and some nose dives of a box of 50. so i stay with 124 gr and lower now.