Starting at the beginning.
You must always assume that all of your ammunition is going to overpenetrate. There are rounds that are LESS LIKELY to overpenetrate, none that are GUARANTEED not to overpenetrate. And even if they were, there is no guarantee that they will all hit the target. You should place most value on the effectiveness of a round. Not on whether or not it will overpenetrate.
There's really no good reason to mix and match ammo in a magazine. You need to know what round is next all of the time. Putting different rounds in first ASSUMES that you know what circumstances you will be facing when you are fighting for your life. It is saying that you think there are varying levels of lethality when you are fighting for your life. There aren't.
If you are worried about shooting THROUGH things, you should consider using something besides a pistol in the first place. It's not that police need multiple shots to stop someone in a car, they use multiple rounds because pistol rounds are bad tools to stop anyone from doing anything in the first place. When you are trying to stop someone's actions with a pistol, you are ALWAYS needing multiple shots. You can NEVER assume that one round is enough. If the suspect is only hit once or twice, it's because it is difficult to actually get hits in combat. Your adrenaline is running, someone is shooting back, and you are only as good as your training.
A pistol is an EMERGENCY tool that you use because you were caught without something bigger. If the (very remote) need arose for me to engage a target in a car or through a wall, I want a rifle or a shotgun. I ALWAYS want a rifle or a shotgun.