Use FMJ for target practice, as fragmentation can be dangerous if it bounces off a hard target. If you can afford it, go for TMJ (total metal jacket), especially in an indoor range. It completely encases the lead bullet with a copper jacket.
FMJ's don't encase the bottom of the bullet in a jacket. So, a thin layer of lead is vaporized by the powder charge. If the area is not well-ventilated (and even if it is), you breathe the lead vapor and get lead particles all over your hands. Long term, it can cause lead poisoning if you shoot a lot.
Good Grief, you’re sounding like a liberal!
I'll differ with that a little. That "common wisdom" certainly applies to 9mm, .45 etc pistols.
With marginal rounds like .25, ,32 and even .380 it may be best to go for all the penetration you can get. Especially if your adversary may be wearing heavy clothing. Hard to imagine those rounds over-penetrating.
Before I turned in all my stuff, I had a .380 Makarov that grouped FMJ and JHP equally enough at handshaking distance. Every other one and routine double taps seemed prudent with that pistol.
Just my opinion.