I have to agree with SharonAnne, go out and shoot something. Personally, I carry .44 magnums, and the stupid myths about overpenetration are just that, myth. A 180 grain hollow point of just about any brand will barely penetrate a small deer broadside. They will mess up a bunch of the clock work on the inside, though. brassfetcher.com has run tests on 180 grain xtps that barely penetrated 12 inches. A 158 grain swhp + p 38 special ( the Fbi load) will penetrate further. The difference is the permanent and temporary crush cavities. 44 mag looks a lot like a 30-30 or 7.62x39. It actually has a better result than any .223 load. But hey, some people can't shoot the magnums, for whatever reason. I am a really big guy, and I do masonry work for a living. I also own a farm, and I shoot an awful lot af varmints, rocks, sticks, and game. I don't want any handgun that doesn't say "Smith and Wesson", and "Magnum" somewhere on it.
For what it's worth, I have shot stray,/ feral dogs with the above mentioned 180 grain load. It works, right now. I have also used a .357, but with the deeper penetrating 158 grain hollow point. It works, too. I have not shot dogs with anything else besides a 240 grain Keith style bullet at about 1150 feet per second. It works. I have shot deer with all of the above, and a 310 grain flat point in the .44. They work. Long and the short of it? Shot placement, and a bullet that will penetrate to the vitals. Period. Faster, more fragile projectiles look impressive when an animal is shot broadside, and makes a hole you can see throgh, but it is hard to beat a semiwadcutter at a little over a thousand feet per second. I have seen no real difference in the length of time it takes deer, coyotes, and feral dogs to expire between any of the magnum handguns and say, a 30-30 rifle. If anything, they are a little more likely to lay down and bleed out with the handgun, and more likely top run with the rifle.
The reason I have pretty much switched to a heavier swc over hollow points is that the hollow points will sometimes expand, and sometimes not. The last coyote I shot was a beutiful shot. I saw her at about 60 yards, and raised my 629, and cocked the hammer, She started running, angling about 45 degrees toward the tree line. I shot her straight thru the heart. The bullet did not expand. I shot a bull frog late this summer, hoping to get a mess of frog legs. Bullet disentigrated, as did the bull frog. I thought I had missed the first frog, so I shot another one. Same result. Disentigrated frog and bullet. A good wide, flat point bullet will punch a big bloody hole in about anything, and it never blows up, even on bone. That big, bloody hole is what kills, not a bullet that blows up, reguardless of how "cool " it looks. Shoot the biggest caliber that you can hit well with, and that has a bullet capable of penetrating all the way through your intended target. If you have to worry about hitting an inocent bystander, remember the coyote, hollow points don't always work.
I have used 200 grain bullet in a .38 special, and find them to be wonderful, although i usually use a 158 grain or a 173 grain swc. I really like the looks of the Lee 158 grain round nose flat point. I believe that at about 100 feet per second, it would be a good load for coyote, deer, or dogs. Also good for two legged varmints.
If I were limited to the $h!tty calibers above, I would choose the 40, with either a 180 grain or a 200 grain swc, or round nose flat point at about 100-1100 feet per second. Second would be a .45 with the same type of bullet, at 850 feet per second. Third would be the .357, and I would use a 158 grain swc, or the excellent 173 grain keith, loaded max. I reall can't say about the .357 sig, because it was set up for light fast bullets. If I had no other choice, i would look very hard a the DPX line, from COr Bon. It would probably offer the deepest penetration.
Over penetration is a non issue. You cant shoot if a woman with a baby stroller is between you and your target, and you can't shoot if a woman with a baby stroller is behind your target. Learn not to shoot when you don't have a shot, get over it, and go on. Hollow points, and even prefragmented crap loads like Glasers absolutely can't be depended on to make those pretty mushroom shapes in the real world.