If you use commercial bullets (and you should search on past liability discussions on the matter of handloads in self-defense), then dropping in some .44 Special loads like the Winchester SilverTip loads, might make some sense. If you are going to roll your own, just use the .44 Mag cases and avoid duplication of purchases.
Reloading can be got into for under $200. You just need a load manual with instruction, something like the Lee 50th Anniversary
Breechlock press kit, for which there are
instructional videos on line. A set of 44 Special/.44 Mag dies (the one die set does both), bullets, powder, and primers.
There are frangible bullets, but obviously anything that breaks up easily to avoid over-penetration of the building will achieve less penetration of the bad guy, as well. The use of expanding low velocity (for a magnum) rounds like the one I just mentioned is another strategy, the idea being the expansion is going to slow the bullet. The problem is that if you miss, a not infrequent issue in combat, the hollow point will clog with wallboard and won't like behave any differently than a same-weight solid beyond that point. For that reason, I tend to favor a bullet that is light weight and soft but has a flat frontal surface. In something the size of the .44, that will behave as well as a pre-expanded 9 mm or .38 for stopping effect. The softer bullets flatten better on hard objects, then slow still more rapidly. I would be casting fairly soft 180 grain wadcutters for that chambering for apartment dwelling SD, though getting into casting is probably more than you want on your plate before you learn to reload. Another option to reduce bullet weight and penetration would be .44 Shot cup loads. Speer makes the cups, and at very close range, before the shot opens up, they enter almost like a same-weight bullet, but have less penetration.
