Oh that reminds me, on the subject of .357 SIG. It's a cool round, but sadly it seems like it never really caught on, pretty much nobody makes new firearms chambered in the cartridge anymore, (not even SIG)...
Actually, SIG currently makes four models of semi-auto handguns chambered in .357 SIG: P226, P229, P320, and 1911. They also make .357 SIG conversion kits for P320s.
Back to your original question. Since the FBI doesn't release the details of their ammo tests, the best data we have access to are provided by people who do their own systematic testing, like Lucky Gunner, ShootingTheBull410, and Dr. Roberts (all referenced previously).
Right now if I was looking to upgrade my self-defense 9mm rounds, I'd start by trying Federal Micro HST 150g, and Winchester Ranger T-Series 147g. In the Lucky Gunner testing, both rounds did an excellent job of penetration, and expanded to more than twice their original diameters, approximating or bettering many .40 and .45 SD rounds. I'd then determine how well they'd function in my gun. If they cycled with 100% reliability through at least 100 consecutive rounds, I'd choose the one that shot the most accurately for me. Cost would NOT be a consideration in my final selection, because cheaping out on my self defense is false economy, IMHO.
Finally, one issue pertaining to the comparability of 9mm to heavier rounds that I have not seen addressed above, is the impact on the target. While penetration and expansion data are useful, they don't necessarily mean that bullets of differing calibers with the same penetration/expansion characteristics will have the same effect on the target. I learned this in a discussion with one of the range officers at my range. He is a former big-city homicide detective who was in charge of investigating officer-involved shootings. Based on many interviews asking the involved officers how the bad guys reacted when hit, he found that three rounds in particular were consistently the most effective at stunning the targets and disrupting their actions. These were the .45 acp, the .357 mag, and the .357 SIG. The 9mm round had a much weaker effect, usually causing the bad guys to flinch and then continue what they were doing. Based on this real-world info, I've given up carrying 9mm, and only carry and practice with .357 Sig and .45acp.
But as everyone says, shot placement is King, so shoot what you shoot best.