I don't recommend frangible ammunition like Glaser, Magsafe, Extreme Shock or others for several reasons. Take a look at the following test:
http://www.brassfetcher.com/Brassfetcher_evaluates_9mm_Glaser_Safety_Slug.pdf
As has already been mentioned, the penetration against a "soft" target with frangible ammo is pretty lackluster and won't normally be anywhere near the 12" minimum recommended by the FBI. The reason that the FBI recommends this is to ensure that the bullet will have sufficient penetration to reach the vital organs of the aggressor should circumstances require that the shot be taken at an oblique angle or through an extremity.
As the above test demonstrates, frangibles like Glaser are also no "safer" with regards to overpenetration through interior walls. In fact, shooting through sheetrock actually seems to
increase penetration rather than decrease it. As such, Glasers require you to make several compromises without appreciably less risk to family members in adjacent rooms.
The final strike against frangibles, IMHO, is their cost. Just a quick glance at Midway reveals that 9mm Glasers cost $10.49 for a package of six cartridges which breaks down to roughly $1.75 per round. I personally don't feel particularly comfortable carrying any loading for self defense until I've shot at least 50-100 rounds of it through my gun in order to ensure reliability and point-of-impact. Because they use very light-for-caliber bullets, Glasers are more likely to shoot to a different point of impact than more common loadings making this practice even more crucial. Their cost, however, would make shooting a large amount of them prohibitively expensive for most people. In comparison, I can get premium 9mm JHP ammo like Speer Gold Dot, Winchester Ranger, and Federal HST from sources like SG Ammo and Ammunition to Go for $20-29 for a box of 50 rounds depending on the particular loading and where I get it from which breaks down to approximately $0.40-0.58 per round. Now that's still not cheap by any stretch of the imagination, but it's still approximately 1/3 of what Glasers cost.