Depends on your use. For the range whitebox is fine. Really any of it is fine for any use, all about preference.
ANY factory ammo will shoot fine, some more accurate than others, you need to find what your gun likes best.
Yes, your Glock will eat anything and then ask for more. As for pocket pistol, if I absolutely can't carry one of my Glocks, I'll carry my Ruger LCP.
At the range, I use CCI blazer aluminum or brass, depending what I have available. I buy my Blazer ammo for 9.99 aluminum and 10.99 for brass...Performs flawlessly in my 34