Penetrating steel and auto glass are really two differnet criteria. Steel is best penetrated by a small-diameter projectile at high velocity. The .45 ACP is a notoriously poor penetrator of steel because of both it's larger diameter and low velocity (this is why a .45 ACP round can be deflected by a WWII vintage steel helmet). For penetration sloped auto glass, however, momentum is what is needed. In this category, the 9mm loses as it has the least momentum of any of the rounds listed while the .45 is the winner with the most momentum.
With regards to the best balance of both, the .357 Sig and .40 S&W are basically tied as they both have nearly the momentum of the .45 for penetrating glass, but also are smaller in diameter and have significantly higer velocities to pentrate steel (specifically, the 155-165grn .40 S&W loadings as those seem to be the most popular). Between the two, the .357 Sig will be slightly better against steel due to its smaller diameter and higher velocity while the .40 will be slightly better against glass due to it's greater momentum due to heavier bullets.
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