I shot one of those once. The 9mm Hydrashoks from a Sig P226 didn't work well at all. The 9mm FMJ rounds from the same gun worked quite well. He was wearing a couple of shirts, a hoodie and a winter coat. Two pair of sweat pants and jeans. The Hydrashoks penetrated the clothes but didn't penetrate him very well. The full jacketed rounds did. Since then, I like to carry rounds that are able to turn what would otherwise be my target's cover, into concealment.

I normally carry a J-frame in my pants pocket. The few times I really vary that is when I know I'll be wearing a coat or jacket or suit and then I carry a .45 lightweight officers model in a Blackhawk paddle holster at about 3:30. OR, when I'm going to a really bad area. Then I'll carry a Glock 22 with an extra mag. I don't buy special clothes for gun-carrying and I don't avoid areas I want to go because of potential danger. Vast majority of times I have just a 5-shooter with no reloads.