The most popular .40 S&W bullets generally used for self-defense and by law enforcement weigh 180 grains. This is due in part to the fact the .40 S&W cartridge was originally designed around this bullet weight, and also because many shooters still cling to the heavier-bullet-is-better concept. You can make your own choice, and a comparison between Remington's 165- and 180-grain Bonded Golden Saber loads is a good place to start. The 180-grain bullet penetrated 2.45 inches less than the 165-grain version, and expanded 0.035 inches more.
Remington bonded the jacket and core of the Golden Saber bullet together to help the bullet retain its expanded shape and weight after penetrating various barriers commonly encountered in law-enforcement shootings, and the Bonded Golden Saber line is marketed as a law-enforcement-only product. This is purely a marketing—not a legal—designation. You can find options from this line at many online retailers and it is perfectly legal to purchase and possess in most localities.