As someone else said, adequate penetration is the first priority in bullet selection, reliable expanded diameter (or, in the case of lighter cartridges that you want FMJ to meet the penetration requirements, just the diameter). Shot placement is key as well, but doesn't really apply to ammo selection unless the ammo is downright terrible.
I prefer heavy-for-caliber. They tend to do what they do more consistently. The lighter and faster rounds tend to react more to barriers or heavy clothing that something heavy and slow will just truck through. Plus if something is going too fast, it will expand more violently, result in significantly reduced penetration. I prefer heavy.