You can line up gallon water jugs and shoot them (at least 6 or more with a .44). It will give you some info on the expansion of your bullet and a rough estimate of penetration.
I always shoot up some hard stuff as well, like big chunks of wood. Then I split them open and see how far the bullet went. This gives you an estimation of how well the load will do against bone and such.

Keep in mid that water jugs simulates a well placed unobstructed chest shot, something that might be realistic while hunting....but will never happen on a defensive shot. To get more realistic, you can put hard targets like wood or a side of ribs in front of the water jugs, to better simulate how the bullet will do after is passes through some bone.