It all depends on the circumstances and situation at any given moment!
If there is no food to be had (food has suddenly become scarce) and my woods are crawling with partridges, gray squirrels, etc, I might consider it most important for me to have some kind of shotgun (or .22 rinfire) - ideally for hunting. If there is no food yet there are fields of woodchucks aplenty at distances of, say, 100 yards and further, it may be most important for me to have an EXTREMELY ACCURATE small-caliber high-power varmint rifle - so I can take a head shot for a quick, clean kill with very little meat waste. The same would hold true for no food - yet deer are regularly on my lawn at dawn or dusk. I may want to be able to take an extremely-accurate head shot - again - with little or no pain and with no waste of meat (venison)!
If I am about to be attacked by some crazed person in my house, perhaps a pistol in my pocket or at least on my person - within fast and easy reach would be best - preferably a caliber such as 38 Special upward!
If the same home invader happens to take some shots at me and is hiding behind a sheetrock wall (1/2" on each side, studs not included in this scenario), I might desire a different gun altogether - something that I am certain will penetrate 1" of sheetrock and also do enough rapid bodily harm to quickly take out the hidden intruder thus eliminating the threat in a quick manner.
On the other hand, given the exact same home invader scenario, if said person happens to be in a position in front of a wall (total 1" sheetrock - again, studs not included) and there are innocent persons behind that wall (family member(s), friends, pets, etc.) then I will want something that will not over-penetrate said intruder plus the wall (or, for obvious reasons - I do not want to overly-penetrate the wall alone if I should miss the intruder or if I should hit him in a thin location (arm, hand, just grazing, etc.) whereas the bullet simply goes right through past the intended target.
That is precisely why there are so many different calibers, bullets and load combinations, etc! The list is virtually endless! It is also why it is wise to know what different calibers will do in such situations. Someone buying a new gun for the first time, then just putting it in a closet with whatever ammunition they purchased with the gun would most likely not have any idea what that particular gun and ammo will do in the aforementioned scenarios! They end up "shooting in the dark" so to speak, or they might as well just shoot in the dark, because they don't have a clue what will happen to the pellets or projectiles once they leave the barrel!
Even those of us who have been shooting all different calibers all our lives do not have all these answers! I find it best to have several guns ready for the very reasons stated above!