Runner,
In this caliber I've always thought FMJ is the way to go. HP's just don't get the penetration needed, especially through winter clothing. However, I just read a review in the April issue of Gun World on some new PMC non-Starfire JHP ammo that might change my mind.
Using a NAA Guardian, the PMC Eldorado 60-grain JHP reportedly expanded to .44 caliber and penetrated 11.3" of gelatin. I haven't tried it in my Kel-Tec P-32 yet but I'm interested to see if there are any feed problems. Plus I'd like to test it myself to see if their claims are true. I won't settle on a round for any of my weapons without first hand testing.
Doug