I shoot almost exclusively 115gr FMJ out of my Glocks because they are what I find to be the least expensive and the most readily available. For defense, I have Cor-Bon 124gr JHP.
American Rifleman had an article in the past year that looked at penetration of all the different handgun rounds. I found that to be a very interesting article in how it discussed velocity and penetration. If memory serves, it concluded that some rounds did not have the velocity to achieve the 12" of penetration the author felt was necessary.