I just got an XD-9 service a few weeks ago and it eats up whatever practice ammo I feed it (UMC, WWB, even Wolf). 500+ rounds and not a hiccup (except for when my girlfriend limp-wristed it. but that was her fault). As far as practice goes, just go with whatever fits your budget. I think you can get one of those big yellow 250 rd UMC cases at Walmart pretty cheap, if you want to shop locally.
As far as residue goes, that's what cleaning is for. All ammo is going to dirty up your gun somehow. After all the crud comes off, it should look good as new. Cleaning is half the fun!