Given anecdotal reports, I wouldn't have much confidence in any firearm definitely penetrating a skull, especially not a pistol.
Your best bet is either hard cast lead (with the hardest alloy possible) or jacketed (not plated!), flatnose bullet, with as sharp a shoulder on the flatnose as possible. Either that, or a jacketed (not plated!) hollowpoint with a wide hollowpoint nose, and a sharp hollowpoint opening. For the skull only, bullet weight doesn't matter a whole lot, but you want decent velocity, preferrably over 1,000 fps.
Bullets which are rounded and/or soft have a much higher chance of glancing off the skull, if the angle isn't ideal. .22 short or something will penetrate a skull just fine if it's at point blank range, perfectly perpendicular to the bone, but if you have to be further away, you want every advantage you can get.
I've heard of .22 LR penetrating skulls from a mile away, but also of a .30-30 right between the eyes failing to penetrate a deer's skull. All in all, you're best off using a round that will be as effective as possible for its intended use and shot placement.