In the .357 mag, stick to 125 grain hollow points. The gold standard for stopping power during the police revolver era, and still at the top of the list. Some guys like heavier bullets, even SWC's, but they increase penetration, something you are looking to avoid, and offer no benefit in stopping power in this cartridge. Often times, a fast, relatively light weight HP bullet will penetrate no more, and sometimes less than a bullet going slower. This is do to rapid expansion, and frontal area slowing the bullet down. To slow a speed, and a bullet may not expand, and instead act like a solid, with increased penetration. There are no guarantees where a bullet will end up in a self defense situation, no matter what the caliber or load. Always keep that in the back of your head.
Bear in mind a .357 mag out of a small frame, lightweight gun is going to kick quite a bit more than the same gun shooting non +p 38's. When you consider recoil, muzzle blast, and controllability, might want to consider a good 38 spl +p load in your 38. If it is steel frame, and of recent manufacture, limited use of +p ammo will not hurt it. Personally, I have never been a fan of small frame, lightweight .357's, for the reasons listed above, though some do like them.
Larry