I still like my 9mm G17 because I shoot it the best out of all of my calibers. military and law enforcement see the pistol as a means to get to your long gun. My CCW is a pistol because my double barrel won't fit on my belt
Yes and no, there's compromises to using heavier rounds. Take the 5.56 round for example. They produced the mk262 round for the long range accuracy, but it loses its ability to fragment at a shorter range due to the ballistics of the bullet; therefore reducing how effectiveness at shorter ranges compared to the green tip.
The type of round determines the penetration of the round. The FBI ballistics lab test ammunition and I have the info if anyone wants it, but they test rounds on getting through 7 layers of denim. There are hollow points out there that fragment before impacting tissue.
If you like to shoot and want to improve on pistol Travis Haley has a drill called the Venti 100. I love it.
On a side note a guy here in the town over was practicing dry firing and left one in the chamber of his 9mm glock. It went through his dual pane window, his neighbors window, through the neighbors drywall and eventually stuck into a 2x4 in the wall. It was the cheapo ball ammo from walmart.