For a 38 special, pretty much any copper jacketed fmj is fine for training purposes. I'd recommend staying away from unjacketed ammo just because it takes more effort to clean and fouls up the gun faster.

For defensive ammo, most modern hollow points perform about the same (although people may argue with this, but even the guys at federal have stated the same). If you want something with street proven performance (i.e. what LE uses), then either Federal HST, Hornady Critical duty/defense, or Speer Gold dots. On the few occasions I carry a 38, it's usually loaded with gold dots. Another consideration is barrel length. You can use any SD ammo in the gun, but a lot of those loads are designed for either 3 inch or 6 inch (depending on the load). Some brands make "short barrel" ammo that usually has a lower flash powder designed for short barrels and slightly redesigned hollow point shape to enable proper expansion at lower velocities provided by a snubbie.

For buying ammo, online is your best best. Use sites like ammoseek.com to find who has stock.