All very good advice so far.
I'll deviate a tad on this one. After looking at all the ballistic performance vids available for defensive ammo, and the fact that I almost always carry either one of my .45's or nines, for the 9mm's I carry Hornady Critical Defense FXP 115gr, as from looking at all the wound channel vids, (Lucky Gunner) over penetration factors, this load performed best in pistols with 3" barrels
......same as my Ultra's and Micro 9.
I'm an advocate of 'heavy bullets', but the performance of this lighter 115gr load was the best in all the tests I've seen to date. About 12" of penetration in gelatin, no over penetration, and perfect expansion from the tests in water jugs I did myself.
Results fired from 7 yards into full plastic water-filled milk jugs:
All bullets stopped in 'jug #5, perfectly expanded. Good enough for me.
(For the record, in my .45's I carry this load in 185gr.)