Rick, you have a valid point on the overpenetration problems.
There are many documented verifiable cases where .38 Special and .45ACP ball or round nosed slugs have passed entirely through a felon's body,exited said body,passed through a barrier of some sort, and had enough energy to kill or cause great bodly harm. This with sedate speed ammo as well. Heavy weight bullets in the calibers mentioned are in most of the cases.
Walls and glass of most types,even bed mattresses, don't absorb bullets at all or well.
JHPs noses can clog with debris and become FMJ style. I prefer bullet weights that are lighter for inside defense scenarios. 110gr. to 125 gr. Either in .38 Special or .357 magnum.
Federal and Remington make .357 magnum light loads and there are various 125gr-135 gr.specialty loads that will cut down on the overpentration factor somewhat, but not totally.These are of JHP guise
110gr. loads in both calibers do solve the problem more.
Specialty rounds like Glaser or Mag-Safe can help, but are expensive. One has to know the point of impact with one's own particular gun with these rounds before trusting them.
There are some comprimises that have to be made to get a decent level of protection and possible overpenetration.
There are no total absolutes or hard fast rules on this. More like a case by case basis for each individual's situation. Everyone just needs to be aware of the risks of overpentration in their unique situation and take necessary steps to prevent that as much one can.
Mas Ayoob stacks his books and magazines in some rooms of his dwelling to absorb errant bullets. He uses other materials where necessary for the same purpose.
While this cannot be done realistically to every room ,or at great expense, it can be done in a inventive to solve this.