Ammunition selection for self-defense is a very important consideration before you go out carrying concealed. It's not just as simple as grabbing a box of ammo off the shelf. The overall goal with your ammunition selection is to achieve maximum stopping power, while minimizing the chance of over penetration. There is a variety of ammunition available, so it is important to understand the two basic types of ammo you will see and the uses of this ammo.
Full metal jacket (FMJ) ammo has extremely limited expansion. This is used predominately for training ammo where expansion is not an issue. Standard military ammo is usually full metal jacket ammunition in accordance with the rules of the Geneva Convention. The bullet in this ammunition is usually made of a harder lead mixture, and the result is little to no expansion. Because FMJ has a harder projectile, it is more prone to ricochets. FMJ ammo is an order of magnitude less expensive than Jacketed Hollow Point ammunition, making it tempting for some to use as an everyday carry round. Don't do it! Use FMJ ammo as training ammo only.
Jacketed hollow point (JHP) ammunition is designed to expand when it comes in contact with body tissue. The expansion creates a greater wound channel in body tissue, while minimizing the chances that the bullet will exit the person with enough kinetic energy to cause others harm. The greater wound channel equates to more stopping power. However, it is important to remember that handgun rounds are inefficient when compared to rifle rounds. Relatively speaking, pistol rounds are traveling at a slower velocity and inflict much less damage than rifle rounds. Rifle rounds create a much greater hydro-static shock effect to the surrounding tissue. They key to stopping the threat with pistol rounds is shot placement, and the amount of rounds into the target.
The FBI has established a testing protocol for self defense ammo with a minimum penetration depth in ballistic gelatin of 12 - 18 inches. This should serve as a guideline for selecting self-defense ammunition. You might think that the 12 to 18 inches of penetration number would lead to over penetration. However, the human body differs from ballistic gelatin in that there are a variety of tissue densities. In the real world, when examining police related shootings, it is rare to find that the bullets have completely exited the body of the individual who was shot.
Select ammo that meets the FBI testing protocols. You can find out by searching the manufacturers website. Ammo that meets the FBI testing protocol like Speer Gold Dot and Federal HST are good choices for self defense ammunition.