Whether you are at the range, at home, or engaging a bad guy in a dark alley the rules are the same:
All guns are always loaded
Keep your finger off the trigger until your sights are on target
Be sure of your target and what is behind it
Never allow your muzzle to cover anything you're not willing to destroy
That said, use the best ammo you can find for the defense of yourself or others. If you cannot abide by the rules listed above, you should not possess a firearm.
"If everyone is thinking alike then somebody isn't thinking."