Once upon a time, I used to carry Glasers as the first few rounds in a magazine. I was concerned about overpenetration and wanted to limit it as much as possible. I got into a debate with someone here at TFL who disparaged the practice and tried to find evidence supporting it on Google - unfortunately, almost all of the evidence I found went the other direction.
After all Glaser Blue is just compressed #12 shot and Glaser Silver is compressed #6 shot. There are a number of stories of people getting shot by a 12 gauge loaded with #6 shot from across the room and not only surviving but being able to run/jump/shoot back.
One of the stories that stood out in my mind was a 94yr old man who shot himself in the stomach (contact shot) with a load of #6 birdshot from a 12 gauge. He decided to sleep it off and when he woke he was in enough pain that he drove himself to the hospital.
So if a 12 gauge isn't getting it done consistently with #6 shot, I guess it really shouldn't have suprised me that a 9mm loaded with #6 or #12 shot wasn't doing anywhere near that good. In any case, I soon switched to all JHPs.
Personally, I don't know what everyone's personal situation is, so it isn't really my place to decide what is the best load for them to carry. Having said that, I think a lot of people who carry Glaser-type rounds or snakeshot don't have a very good understanding of just how penetration limited they can be. Another factor often overlooked on the Glasers is that the jacket can deform when passing through a barrier (drywall for example), causing it not to release the pellets (
Brassfetcher.com has a nice gel shot documenting this). When that happens, it actually penetrates quite well and performs in gel.
My current policy is to carry good modern handgun ammunition that meets the FBI criteria for effectiveness and train hard.