From: Washington, DC
The unit will determine the appropriate type of ammo based on the target. So if you target a tank, the unit will load AP, unless it already had HE loaded. In this situation, the unit will fire off the round at the target, then load the appropriate shell type.
Your AT teams are most effective at shorter ranges. The range line will help you determine the effective range for the panzergrenadiers. However, the quality of your units will affect their accuracy. In my experience, it's best to keep AT teams on ambush and protect them with infantry.
It's been a while since playing PitF, but I recommend using armor as infantry support on most of the maps. Panthers are prone to immobilization when traversing brush and wooded areas. Try to keep them on roads, trails or stable ground.
Hope this helps.
"The supreme art of war is to subdue the enemy without fighting." - Sun Tzu