In order of preference for the new generation state-of-the-art bullet designs:
1) Cor-Bon DPX...
2) Federal HST (either standard or bonded)...
3) Mag-Tech all copper 1st Defender...
4) Winchester Ranger T (LE restricted, but available to civilians with a bit of searching -- either the 124gr +P or 127gr +P+...
Older technology (in order of preference):
1) Speer Gold Dot (bonded)...
2) Remington Golden Saber...
3) Cor-Bon +P offerings...
4) Federal +P offerings...
All this is based on soft and hard barrier penetration. Most all quality HP's will do a good job encountering then penetrating through soft barriers (denim, cloth, etc.). The job becomes more challenging to the bullet designers to provide good penetration/expansion after piercing hard barriers (wallboard, steel plating, auto glass, etc.)...
Of the above bullet designs through soft & hard barriers with the 9mm (steel plating was 16 gauge simulating car doors) only the new all copper Barnes bullet in the Cor-Bon and MagTech had good penetration with consistent results after going through the 16 gauge steel plate (most others did fine with lighter gauge plating, but that was a bit thin for real-world testing)...
The majority of HP's in 9mm failed to penetrate the 2 layers of 16 gauge steel plating during testing. And if they did, most didn't expand at all. I think that says alot for the newer technology...