If indoors, I think the larger calibers are too loud and too much. A 9mm makes much more sense, or a .40 caliber.
If you feel they aren't enough, go with a shotgun.
If outdoors, but short range, I think a 44 mag semi-auto is hard to beat.
Actually, a well-designed rifle bullet will penetrate less than most pistol rounds (higher velocity equals more expansion and/or fragmentation, with the right bullets). A good .223 or 7.62x39mm should be about perfect at close range, with proper ammo selection, and, as you can see from the following pic, a .223 can be both very fast and accurate, especially at close range. (Most of the shots were fired from someone who has just installed an Aimpoint. I fired the circled controlled pair in demonstration, since I've used the M68 CCO in the Army. Both shots were fired at about 5 meters in 1 second.)