Each of those calibers is going to need a different answer, and you need to take barrel lengthinto account.

In general terms, with a 4 inch or longer barrel...
For 9mm and 357, go light and hot (110/115g).
For 40, use 155g.
For 45, go 230g.
For 380, whatever you use,carry 2 clips of it and practice shooting fast at close targets.

If you use a shorter barrel, like for a smaller framed carry gun, you may wish to adjust the bullet weights. For example, if you would normally use the 230g in a 5" 45, you might want 165g when loading up a 3" subcompact to insure that thehollowpoints achieve enough velocity to reliably expand. Less muzzle flash migh talso be something you wish to consider. A nice bright fireball can blind you pretty good in the dark.

There are lots of good HPs out there now, bu tyou must still match it to your gun.