I think generally the heavier the bullet, the deeper the penetration. But you get lower velocity in the bargain, not sure if that by itself affects expansion in hollow points. Personally, I feel comfortable with almost any round used by LE, or one which has tested well. As long as they are reliable in your gun, the well known brands should be fine, when put on target. Got to pick your poison, as they say...
I have in 9mm
hornady CD FTX in 115 gr
speer 124 gr gold dots +p I think
corbon/glaser pow'rball 100 gr +p
Never shot nothing but paper, so don't really know but that any of these should be reasonably OK. Your hydra shoks are a proven round, if by some standards a little older design.
unclenunzie, who seems to collect SD ammo