Unfortunately, most shotgun and pistol loads will penetrate like heck through multiple walls. Defensive .223 loads will penetrate a LOT less (they'll start to fragment almost immediately) and might only penetrate through one or maybe two walls, but they're still not a sure thing. Here's the results of a drywall penetration test of various calibers:
http://how-i-did-it.org/drywall/results.html
As you can see, 00 buck and the various handgun loads blew through all three walls. Most of the defensive .223 loads fragmented after the first wall and never made it to the third, indicating that they might not be very lethal after hitting he first wall.
But I would NEVER bank on that happening every time: Just because a .223 usually won't go through two walls, that doesn't mean you can count on that happening every time. The best way to limit over-penetration is to either have all your walls lined with books like Kathy suggested, or make sure you hit your target and you know what lies behind it.