9mm round variations?

I'm about to buy my first handgun, a Springfield XD 9mm and I'm still a little uneducated about the types of ammo available for it. I was looking around at walmart while getting my oil changed and all I found in a 9mm was 9mm Luger made by Winchester. Are these the rounds I want to use? I'm just shooting for target practice, but what else could I load in it, such as hollow points, and what size exactly do I want so I don't buy the wrong thing?