In most encounters, the load probably doesn't matter, as shots are rarely fired. If shots are fired, the warning shot is often successful in dissuading the creature. If not, the shot anywhere in the body, stops the attack. If all those are unsuccessful, load choice does matter, and you would like to have a round capable of penetrating the skull of whatever animal you are worried about, since the upper CNS is a quick way to shut things down. More of those rounds is always better, since you get more chances to hit the brain.