"Over-penetration" is a concern that is WAY WAY to overblown. If you miss, you own that round (and the consequences that come with hitting an innocent), every bit as much as you would a round that "over-penetrates"
That being said, after providing health care for inmates, I upgraded my SD ammo from the .357 125 grain SJHP to the 158 grain SJHP, for increased penetration. I've had too many inmates as patients who survived their gunshot wounds because the rounds failed to penetrate deeply enough.
I have since changed to the 140 grain Barnes bullet (through 17+ inches of gel AFTER shattering 1 1/2" of bone) in the buffalo bore loading, as some of these parolee $h!trats are thick enough that I want enough penetration to hit vital areas, even if I have to shoot him through the arse to get it there.