I would go with Winchester White Box. Its standard ball ammunition. 119grain brass cased. I would make sure it canfed and function reliably for a few hundred rounds of that, then try out some more expensive rounds. I use Speer gold dot. Its pricey but will do the job for defense.
I posted the last bit from my phone, which is a real pain in the ass. So if you don't mind I'll get a little more in depth for you.
I would go with any 119 grain ball ammo, without extra pressure, that has brass casings. The could be Winchester White Box, BrassMax, Remington UPC, or any number of offerings. These types of ammos are the standard. Most use them as range practice rounds to throw at targets without worrying about shooting bulk because of their lower cost. These are NOT hollow points. They can certainly take down the bogey man, but aren't as well suited to do so as some other offerings. Any 9mm pistol should be able top feed and function with this stuff and come out with no problems. It's the standard diet.
For carry or defensive ammo I suggest Speer Gold Dot. Its 124 grain, +P (pressure), jacketed hollow point with a silvery looking brass. Now while that sounds bad ass and all... this **** is expensive. A box of $20 is going to cost you more than a buck a bullet. It's heavier projectiles that fly faster and open up more on impact. That is just the specific brand that I perfer for my defensive ammo... however there are many people that perfer other JHP rounds. Most of them will have similar qualities with different makers.
Every person has there own test for what they consider reliablity in a pistol. If my pistol doesn't jam on the first few outings and first few hundred rounds of WWB I am usually satisfied. After that I will put a box of my favorite JHP through the gun and see how it does. BUT honestly you should be able to put pretty much any brand of 9mm ammo off the shelf in your mag and go. Thats not true for all guns but easily most. You may find that your more accurate or shoot better with one specific brand of ammo... in which case buy and stick with it. But as far as consistently going bang, I wouldnt worry about what it says on the back of the casing.
Ammo should not matter for a high quality pistol like the FNX. It should be able to feed any round nose ammo out there, and I would hope any hollowpoints. For practice, shoot whatever is cheap, it really is not that important. For carry or defensive ammo, choose a modern hollowpoint from a major manufacturer (so not something you have to order over the Internet or anything that has more than one + in the name).
I use Speer Gold Dots, but would be just as happy using Hornady Critical Defense, Federal HST, Winchester PDX-1, etc. The main reason I stick with Gold Dots is I know they run in all my guns so I don't need to test them every time I buy more. I think they are also what my local police use, which is always a good point to bring up if you will ever need to defend your choices in court.