When I took my CCW class (in Utah), the instructor addressed this specifically. He said that if the situation comes up where you have to defend yourself, you should first call the police and then call your attorney because you will be sued. If you killed the threat, he'll immediately have all kinds of shirttail relatives looking to make a buck at your expense for unjustly killing their innocent relative. If you do not kill him, he'll have ambulance chasers lining up to sue you.

The instructor pointed out that an attorney will take the approach that "you made these bullets and loaded these cartridges specifically to kill this man," using it to try to make a case for premeditation.

Also, if a factory load over penetrates and harms an innocent bystander, the ammo company can come in and take some of that liability. If your handload does the same, guess you get all the liability.

I handload, but I went down to Gallenson's and bought a couple boxes of factory self defense ammo. I fired one box to make sure my gun likes it, I use the other box for CCW, and I used to use my handloads for practice (but I can now buy ammo so cheap that I do little reloading for my 9mm anymore).

Again, I don't think there is anything illegal about using handloads for CCW, but in the unfortunate event that you actually have to defend yourself, seems like there is much more protection and legal wiggle room if you use factory ammo.