You won't damage the gun with any of these bullet weights. The point of impact will be slightly different and at short distances you will struggle to see the difference. The felt recoil is typically higher with lighter bullets but that also depends on the powder charge behind them. 9mm is often considered "snappy", more so with the lighter, higher velocity rounds.
Lighter bullets are cheaper due to less lead in them so its a case of you pays your money and take your choice. Try them out and see what you like. 147gn and higher pays dividends if you get to shoot suppressed as they are usually subsonic.