Overpenetration is a real risk when using FMJ for self defense. NYPD switched to JHP after having several instances of FMJ passing through people and injuring bystanders and other officers. I can think of 2 instances just off the top of my head where .45ACP FMJ went through the intended target's body and injured the person behind.

Also, as was already mentioned, people keep misinterpreting the 12-18" gel penetration guideline. The FBI came up with that guideline because, based on their research and those of others, such as Dr. Martin Fackler, a round that penetrates that depth in gel will penetrate deep enough in people, even with bone and other tissue types, to damage vital organs/systems.

Another point: generally speaking, handgun FMJs don't cause much damage. They typically leave narrow wound channels. It stretches tissue before punching through, then afterwards the tissue springs back, almost sealing the wound back up. A JHP, even one that doesn't expand, is going to cause more tissue disruption due to a "cookie cutter" effect. Where a FMJ may glance off a bone if it doesn't get a direct, straight-on shot, a JHP is going to be more likely to "bite" and damage the bone.

Regarding heavy clothing: Police agencies in the northern US have been using modern JHP against heavily-clothed attackers with good success. St. Paul, Minnesota PD uses the 147gr HST. Chicago PD and NYPD have both used the .38 Special SB-GDHP.

If you want to carry FMJ, that's your business. I personally see no reason to, unless your restricted by law (I'm thinking of NJ). The risks far outweigh any perceived benefits.