The probability of a gun misfiring when well maintained and lubricated is very, very small. Occasionally, you'll get a dud round, but if you're buying quality, factory made ammo (Hornady, Federal, Remington, PMC, etc) the probability again is extremely low. Revolvers can misfire if it's a dud round, but revolvers can not jam. Double barreled shotguns can not jam. Pump action shotguns and Semi-Auto hand guns can jam (again, very, very, very rare if using quality ammo and the gun is clean, because if it's going to jam it'll jam after you've pulled the trigger and the next round gets caught...), but part of the practice is clearing jams quickly (hint: re-rack the slide -- hard, you won't break it. Beat it like it owes you money. The next round in the magazine will load.) You have to know your tool to use it effectively.
So what's quality ammo? Hornday, Remington, Federal, Winchester, PMC -- just stay away from the cheap, steel cased (always go for a brass casing) and in the case of a handgun, use a self defense round -- Hornady Critical Duty, Remington Golden Sabers, even Federal Hydra-shoks are an effective round. For self defense, I do not recommend full metal jacket round. FMJ's are for target practice and training at the range.