You could always call your local PD and ask. I think that statement should be taken a little less seriously as it is mostly rhetoric. You should use the same "type" of ammo that law enforcement use, not necessarily the exact load or brand. Needless to say, there are really good options out there and as long as you use ammo that is designed for self-defense you will be fine (IMO).
More important to me is not what the local PD use, but what will work best in your sidearm. If your local PD carry Glocks and you carry a S&W, the same ammo might not perform the same in both sidearms. If you really want to and have some extra money, pick up 20 round boxes of some of the major brands (Federal, Speer, Hornady, etc) and test them out. Test feeding, accuracy, recoil, etc and see what's best for you.