OK. I haven't heard enough of "it depends on caliber and gun" and I think those factors matter.
Mouseguns: in 22LR, 22Mag and 32ACP, ALL you can hope for is penetration. But in some of these (22Mag in particular) the rounds with the most energy are hollowpoints (CCI Maximag +V/+V-TNT). Where hot hardballs are available (some of the Euro-spec 32ACP is damned hot) you're better off that way. You MUST nail something really important with these calibers to have an effect - some people refer to them as "noseguns" and talk and screwing the barrel right up a goblin's nostril before firing.
"Barely adequate": in 38Spl (esp. from a snubbie), 32Magnum, 9x18Makarov and 380ACP, you can now start to do damage to soft tissues that will have an effect even without a central nervous system hit - in other words, we're approaching "real gun" horsepower. It's even possible to stop a charging dog with this stuff. But in this power range, ammo performance MATTERS. A LOT. Carry the best stuff you can find. In 32Mag, the Georgia Arms 100gr JHP looks good.
In 38+P there's about five rounds I trust: Remmie 158+P lead hollowpoint, Gold Dot 135+P, Winchester Supreme 130+P (weakest of the "adequate" 38s), any of the Gold Dot 125+Ps by Speer or others (second weakest), both of the Buffalo Bore +Ps (158/125 in strong guns only) and at least the 158 standard pressure BuffBore. The 125gr standard pressure BuffBore is also in the running for those recoil-shy. Oh yeah, and most of the Cor-Bon 38+Ps in strong guns only.
That's not a huge list.
9mm: Again I recommend "good stuff". I'm not a semi-auto guy and haven't kept up with the latest. Gold Dot 124gr would be a place to start.
357: Now we've got enough energy on tap that *most* decent hollowpoints will work. You can be a lot less picky...Winchester Silvertips do just fine, fr'instance. Only time to get "picky" is if you're defending against dangerous animals (hot hardcast) or if you want to drop power levels to near 38+P territory with the Remmie Golden Saber or the Speer 135gr 357 "short barrel specialty load".
40S&W: again, most decent hollowpoints work.
45ACP: hardball works fairly well, but I'd still recommend a decent hollowpoint.
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So what are MY guns loaded with?
My Charter Undercover 38 is doing "bedside duty" stoked with Speer 135+Ps, mainly because that's what I have on hand.
My carry gun right now is my New Vaq, 357mag, 4.68" tube. The first two rounds are Winchester 158+P plain lead hollowpoints. These are similar to the Remmie but a harder lead compound - they're no good in snubs but work OK out of a 4" or more barrel. They're also very accurate. These are "first at bat" on the assumption that they're unlikely to over-penetrate in an urban area.
I then assume that after the first two shots, bystanders have ducked, so I start flinging the next four: Doubletap 125gr Gold Dots doing over 1,600fps, around 800ft/lbs of "care enough to send the very best". These are freakin' hardcore
.