In truth, I carry Hornady non- +P 125-gr JHPs in my snubs. My rationale is that on a pocket pistol, shot placement trumps bullet expansion/penetration. And I want the follow-up shots to be there, and for me that becomes an issue with the hyper-pressure. 38s (and certainly the .357 snubs). I use the Hornadys in all my snubs, including the heavier Ruger SP101, the titanium Taurus Ultra-Lites and the S&Ws.
I agree that if you shoot the hot stuff, you'll get used to it...but DARN, that is expensive!!! I typicall practice with .38 cowboy out of the snubs, because I always have it around and it with the heavier lead bullet it actually feels hotter than the 125 JHPs.
The most important thing is HAVE A GUN!
Michael B