Lots of factory loads to choose from. The standard police load for 75 years was the 158 gr. round nose lead bullet. Also common was the 158 gr. semi-wadcutter bullet. The 148 gr. wadcutter bullet has been the favorite target load for decades.
The 110 gr and 125 gr jacketed hollowpoint bullets came in the late 1960's. Then came the "plus pressure" +P loads.
CCI/Speer introduced their .38 shotshell in the 1970's, along with a plastic bullet & case indoor load.
Many .38 shooters liked the "FBI load", a 158 gr. semi-wadcutter hollowpoint lead bullet loaded +P.
And the semi-recent but apparently already well received Speer 135 gr Short Barrel which, because we know you have an alloy frame, I must caution is a +P load. And as much as I don't care to promote WM, they still have a Winchester White Box value pack of 130 gr FMJ target/range load although some will caution against steady FMJ and barrel wear. Never a 100% answer is there? /forums/images/graemlins/wink.gif
Go to the newstand and buy a copy of the Guns and Ammo or Handguns Annual magazine. In the back it list all the rifle and handgun ammo by grain weight, maufacturer, muzzle velocity and muzzle energy. You can pick your own. Just be careful of +P and 125gr ammo in an alloy frame gun such as an Agent.
You could also open a whole new world up by handloading for the .38 Special. You'd greatly enjoy practice with a mild handload using a 148 grain hollow based wadcutter.
I did a bad thing the other day using that load. I spent a pleasant afternoon shooting a couple of boxes of it through a Smith & Wesson Model 14 K-38 Masterpiece. Since this is the Colt forum don't tell anyone.
Don't feel left out if you don't shoot +P loads in your alloy-framed revolver. Assuming good hits, an assailant probably wouldn't be able to discern the difference between standard and +P in the .38 Special.