A few years back, I was working in an ER..an older black gentleman feeling sorry for himself, had way too much to drink. He decided life was just too much to bear, so he shot himself in the center of the forhead with some kind of little zinc .25 acp. Entry wound with a corresponding exit wound on the back of his head. Powder burns on his forehead, just a little bleeding on the back. He sat and told us all of his problems until he was discharged to family and plans for psych care. The bullet failed to breech the skull, and rode around the inside of the scalp until it broke free on the opposite side. Angle is everything.
But I may have seen more deaths from single small caliber (.22 - 9mm) than any group of large calibers. What you hit matters, so long is it gets through to something vital...fwiw, I carry 9's and .40's, with #4 BB at the bedside.