Generally speaking, Lugers are very tempermental about feeding anything other than hardball ammo. As ironhead says, the standard Remington 115 gr. HP, which is shaped very much like a ball load, is the first one to try.
Another good choice would be the Federal EFMJ (Expanding Full Metal Jacket) load, that is an fmj with a polymer ball in the nose that splits the jacket on impact and allows the bullet to expand like a HP.