Don't worry about overpenetration. That is, unless you're going with a hunting handgun round instead of the plethora of commonly used rounds for self defense.
Many of which have been suggested here.
Basically, anything that is less than the .44 mag is not likely to overpenetrate if you hit the center of mass.
If you wing someone and it's a through and through then you made a bad shot and caliber doesn't matter. Think of self defense like hunting, you need to do your part to make the shot count. A bad shot is a bad shot and nothing makes what happens after that something you can do over.