Just watched Robert Pincus of the Valhalla Shooting and Training Center DVD with the sheetrock/penetration demonstration.
He used everything, and the shotgun with #9 shot had the least amount of over penetrating walls in most homes. HOWEVER,
late at night, half awake, dark, etc,.. a shotgun is going to temporarily deafen you and may temp. blind you as well. This is true for a pistol, but a good revolver for someone, even if it's a 38 JHP, will be easier to handle, safer to move around with, and will not over penetrate. Just a thought.
Practice, Practice, Practice!