Get this 'overpenetration' notion out of your head.
Of course you want a defensive bullet to penetrate at least 12" in ballistic gel, giving indication that it will perform at least this well in real life. If it were not this effective, why would you carry it? ALL effective pistol rounds are going to 'over' penetrate. That's why we use them. And what about the bullets that miss? IN REAL LIFE, not all of your shots are going to hit anyway. This is why Rule #4 always applies. As a cop, as a civilian, on the street, in your home, on the range, on a foreign battlefield. You are ALWAYS responsible for what that bullet does. There is no such thing as a bullet that is both effective for self-defense, and unlikely to go through a human target and hit what is behind it.
I don't like +s in cartridge titles. Cartridges were designed to operate with particular bullet weight, diameter, and velocity. If you think a regular 9mm is too slow, don't carry one, bump to a .357. (Magnum revolver type.) As for a .357 Sig, the main reason I see for its existence is in pistols with barrels so short that they have lost velocity and are less effective. I would use a .357 Sig in a sub-compact pistol to get the velocity back to regular 9mm numbers. Which seems to me like swallowing the spider to catch the fly.
What is it you think a +P+ 9mm is going to do that a regular 9mm won't?