I agree with Fred, Sure Shot and Shure Shot Penetrator points are excellent.
Again, if you're having trouble with your Sure Shot Penetrator points unscrewing, take just a second to unscrew the top of the head, lay down a few wraps of plumbers teflon tape around the threads and screw back on. It will imediately decrease the likelyhood of a spin-off but still allow you to quickly remove the fish. If you're having trouble with penetration, make sure your point is sharp and something that is often overlooked in bowfishing is try to make sure your bow and arroware more or less tuned such that when the arrow leaves thebow it is moving in a straight path upon entering the water and not slapping it sideways. This will improve your penetrationa lot.