Windshield glass, besides being tempered, also usually consists of two separate sheets of glass with a tough plastic laminated between the layers. It won't even shatter like a side window, but will spiderweb and remain mostly intact.
Just about any bullet will penetrate a car window or windshield. But it's unlikely it would cause a windshield to explode like in the movies.
A shotgun blast will make a side window evaporate though.
I was at the local plastic company and they have bulletproff plastic, with an example hanging on the wall. The .45 pistol made some slight marks that I had to look REAL close at to even see.
The 30-06 round put a hole about 1.5 inches diameter all the way through the inch of plastic, and three 1/4 inch cracks all the way through, extending up to about 4 inches from the main hole. it was really impressive. Clarified that saying of your handgun is to fight your way back to your rifle.