In self defense stopping power is more important than penetration. That is why I shoot the .40 with the 135 GR COR-BON bullet. The one shot stopping power is 96% + and the bullet will stay in the perps chest. I don't want the bullet exiting the perp hitting an innocent bystander.
As far as exiting, the penatration figures don't mean exiting is automatic. I'm not saying the .40 is a bad load. Quite the contrary. But it isn't necessary as a well loaded nine will do the job just fine.