We've covered the .38 Spl. ammunition available from SIG Sauer Ammunition previously. SIG Ammo also has the bigger brother available, with a 125-grain, 1,450 fps practice/plinking round now available for the .357 Mag.
We're fans of practicing with ammunition similar to that which one carries in one's duty or CCW firearm, and having the same bullet weight and velocity goes a long way toward that goal. With quality practice fodder available, the more expensive JHP ammo can be reserved for occasional use.
Even with revolvers, though, it's a good idea to shoot "the good stuff" on a periodic basis, although not quite as critical as with a semi-auto. As a general rule, if the copper jacket is starting to tarnish, that's a great time to get it to the range and re-familiarize yourself with how the defensive rounds shoot.