I tested the 38 special Powrball load in newprint and water jugs and could get it to expand at all.
I think the standard JHP are a fast hard hitting round but it is a fragile HP and will fragment and may not be the best if you had to shoot through a barrier like a windshield. I think you average CCW would be decently served by it. I've had problems feeding them in most of my guns though.
The DPX is a reliable expanding, hard hitting round also. It is of tougher construction and will survive barriers much better. It has a SUPER deep cavity and will be tough to clog with heavy clothing. A lot of experts really like this round. It would be my personal choice but I don't want to spend over $1 a round to test it for reliability.
I carry the Federal 124gr HST. I think its a great all around performer, its reliable in all my nines, and its 1/2 the price. I don't think I would be better protected by spending more.