Briefly, as I can not do justice to this topic in any sort of compleate way --
1. much of our questions can be addressed in perhaps way more detail than you want in old threads found by using the search function -- in specific regard to FMJ vs. JHP on thin metal I'm not suprised at all the FMJ will do better in most penetration tests than a JHP esp. one with a soft exposed lead nose --- however there is much more to consider and penetration of sheet metal is not an especally relevent test to terminal stopping power of man or beast --- geletin is typiccaly used for this.
2. Any sort of expanding ammo is designed to get bigger and hence do more damage --- i.e. make the 38 cal bullet the size of a 45 once it hits fleash and hence cut a bigger swatch through the BG you are truing to stop hench increasing your chance of acomplishing that --- this is desierable no matter what caliber you chose to carry.
3. Penetration is good but only to a point, you need enough penetration to reach vital organs and do damage --- less than that and you get a flesh wound that may not stop a determined attacker, more than that and you risk collateral damage to others and have wasted energey as any energy the slug leaves the BG with is wasted as it could have been spent doing damage inside of him. Over penetration is a strong consideration in most areas of police and self defense carry, not so much in hunting but again any enegergy not imparted to the target is a waste. In general civilians do not need to worry about penetration to shoot through things such as walls, glass or car doors to get at BG's or penetration of BG wearing body armor. FMJ shapes also tend to bounce around more than JHP if you miss.
4. Ammo and stopping power discussions are generaly framed around a worst case scenario of a very determined attacker who may be on drugs and who will only be stoped by either A. direct disruption of the CNS or B. exsangunation by disruption of major organs / blood vesseels --- these are the onely two ways to truely "stop" an attacker, which is the point of shooting at them, death may result but it is not the goal, stopping the attacker is. Shootings such as this however are the extream case --- many attackers when they realize they are not dealing with a sheep quickly flee, a small number will push till a gun is pointed at them, and an even smaller number will require having said gun discharged, and an even smaller number fall under the must truly shoot to stop classification, however it does happen and no matter what handgun round / caliber you chose you can find cases of it taking some seemingly large number of rounds to accomplish the task.
5. Research in the area of the best of most effective ammo / round / bullet design / caliber is not absolute and is subject to interpretation and vairables so everyone has an opinion ranging from carry a 22 it's easy to carry and most people will be scared off to carry a 50 or a 44 mag with a minimum of 3 reloads, most will agree that the common duty rounds --- 38 spec / 357 / 9mm / 40 / 45 with various name brand self defense ammo --- Federal / Hornady / CorBon / Winchester / Speer all preform well and are not bad choices, read up here and elsewhere on ammo tests, consider what you feel you need for your personal use and are comfortable carrying and then practice and more practice and hope you never need it