Depends on which you pistol likes the best, and what's available. The 115gr is the more common load, but the 124gr is the original 9mm weight.
I honestly don't concern myself with bullets etc in my target ammo. I look for groups @ where I aimed. My carry ammo I am more concerned with point of impact. Practice with what ever you have, but practice! Try a few different types of carry ammo, to see what your gun likes and you feel you can count on.
Funny, I just asked a similar question before I found this thread. Georgia Arms has the 124 similarly priced to the 115, so I'm thinking it may be worth picking up.
Some guns have a strong preference for one bullet weight over another. If you're shooting for precision, tight groups, head shots at 25 yards, etc., the bullet type and weight might matter. My Taurus Pt111 is significantly more accurate with 124 grain ammo than 115 grain.
My thinking is more along the lines of having more consistent point of impact and recoil characteristics.
Similar recoil characteristics will only hold true if both your carry ammo and the target ammo use the same loads. If you carry 124gr +P, there's no sense spending more $ on 124gr FMJ's thinking that recoil will be similar (unless you search out a +P load that is)...