I think I would have phrased it a bit differently than Cheapshooter, but I generally concur: I don't think you need to worry as much about "barrier penetration" as a civilian. Worse yet, I suspect shooting through barriers would make the majority of self defense claims pretty difficult.
However, this will open up many more options for you, including the ubiquitous 9mm. Don't worry--you should be statistically well protected with any pistol of 9mm and above. And even more so if you get another Mossberg.