I too err on the side of more penetration, which is why I usually pick a 147gr load. The various 147gr premium JHP loads tend to penetrate a bit more than the 124gr ones in most testing. But the differences between all of the good 9mm JHP are not all that significant. They were all designed with the various FBI tests in mind, and will fall in that 12-18" penetration range
A hard cast 147 or one of the solid copper loads is obviously a better choice for something like bears, but I think any of the good 147 JHP loads would be adequate for most lower 48 stuff, outside grizz.