Couple of thoughts
For a police instructor I learned that the angle is very important. Try to hold your gun in a position that allows you to fire at the windshield as close to a 90° angle as possible.
Okay, for me that means I'm either in a second floor window or standing on the hood of the vehicle. Especially if the vehicle in question is an SUV. Still, anything is penetrated better if approached at a 90 degree angle, rather than a 'skidding' shot.
Which in real terms means I'm better off shooting through the side, either windows or sheet metal. That is not good news if I'm the victim-elect of a runover assault. Not that life is fair.
Jim Cirillo designed a bullet for windshields. The front of the jacket was 'toothed' so that it dug in and penetrated, even at an angle. This same bullet was used as the 'pin-grabber' bullet for bowling pin matches. However, my agency does not allow me any creativity in ammo choices. I may only carry what I'm issued. Not that life is fair.
Penetration of a windshield type barrier is largely dependant on projectile velocity. So the 9s and 40s do have some advantage, in terms of penetration only. The .357 Magnum is better than both, as it has more kinetic energy and a smaller frontal area for what I call the 'icepick' effect. The .30 Tokarev, Mauser and Luger are also pretty good in this respect. The 44 Magnum with SWC bullets loaded to top level penetrates very well. (Go figure.)
Bullet shape also has some effect. Very pointed bullets do well, and wadcutter and SWC shapes both do better than gentle roundnose shapes. The (sort of) scientific explanation is the pointed and the sharp-shouldered projectiles cut the metal cleanly, whereas the RN tends to bend the metal prior to penetration. The net result is the RN spend more energy in the penetration process. This is true for sheet metal, and seems to have some relevance to glass, especially laminated glass with the plastic reinforcement.
Also note that it is very loud to shoot in the enclosed space of a vehicle.
Oh, yes sir buddy!