If you review data results for penetration/killing power on ordnance gel/goat tests, .45ACP and .357mag are right up there, but the .40's no slouch either. The Sig 220P is a great piece (I love Sigs.) Federal HydraShok is a nice cartridge in 45, I'm partial to Remington Golden Saber in .357 (have a nice Ruger SP101.)
The Sig, whether in 9mm or .45ACP is DA/SA; DA if you prefer to pull the hammer on the first shot, then SA thereafter, or cock first and be SA all the way.
You won't go wrong with the major calibers... don't be thrown off by the "locked and cocked" set who insist that 1911 .45 is the ONLY way to go. But whatever you guys choose, endeavor to fully master it (remember: better 1 hit with a .22 than 7 misses with a .45)