I keep Winchesters 147 grain Ranger Ts in my Glock 19.
They cost $16.50 a box plus shipping though, which may be a little expensive, but definatly cheaper than other stuff out there.
If you are on a tight budget, Winchester White Box 147 grain JHPs are really good performers IMO, expanding well though several barriers, even 4 layers of denim.
BTW, IMHO, over penitration is a almost non existant issue, especially when you are inside a house.
The biggest concern would be the missed shots. The best solution to that is to practice, practice, and practice.
It should also be mentioned that at least 100 rounds of your self defense ammunition should ran through your gun to ensure reliablity. I prefer 200 or so, but 100 is the absolute minimum.