Unless you're planning to use bird shot (which compromises effectiveness in stopping an attacker), most other common choices will penetrate most household walls, even several of them. The solution is to know what's behind your target, not to pick something that won't penetrate walls. All effective rounds will penetrate modern house walls, and likely several of them. If it won't, then its effectiveness against an attacker should be considered suspect.

PS Not responding to Jim. He was just the last poster.