Well, for a dissenting view...
+P+ ammunition isn't much of a "marketing gimmick", given that all such loads from the major manufacturers are LE-only. Not that you can't get the stuff, but they don't even show it on the regular web sites and you won't find it on the shelf at most sportings goods stores or gun shops.
The origin of it is certain LE agencies trying to turn 9mm into .357 Magnum, and the ammo companies playing along because they wanted the contract.
That said, the major ammo companies are not going to put out something that will blow up in cops' guns. That would be really dumb, wouldn't it? It is perfectly safe in any pistol rated for +P. Yes, if you shoot thousands of rounds of it you'll wear out your pistol faster. You'll wear out your wallet faster still. A more typical usage would be to fire enough to confirm reliability and practice with standard pressure ball, maybe every year or so replacing your carry supply of the +P+ stuff & shooting up the old. You probably won't notice any effect on the gun at all, doing it that way.
I mean the above to apply to +P+ from the major manufacturers who are serious competators in the LE market - Winchester and ATK (Federal & Speer). Remington & Hornady don't make +P+ ammo, and Cor-Bon seems to have discontinued theirs. I personally wouldn't be buying handgun ammo for SD (as opposed to practice) from anybody else, +P+ or not.
My personal choice in 9mm, for modern guns that would be OK with +P, is Federal 9BPLE 115gr +P+. It's not as hot as the Winchester counterpart, but has a good rep among the LE community and in my experience is the easiest to find for non-LE types.