Same place you shoot them with anything else.
Don't confuse lethal with stopping. The reason so many people die from small calibers is not because they are so deadly, it is because they see it as a minor injury and go home to slowly bleed to death or die of toxemia days later.
I went to the Dallas, Tx officer survival course in the 80's and at that time the 25 auto had killed more Dallas cops than any other caliber. It was the most common gun on the street at the time, a Raven or RG 25 auto.
My rifle and pistol are tools, I am the weapon.