I load my 870 with the first two shots of Winchester or Remington 1oz slugs just in case I need to shoot through a barrier or into a car. Slugs will also put some major hurt into a human body. After that comes 00 buck in a couple of flavors. Usually a low recoil law enforcement type and even full power 00 buck.
Thing is, you never ever know what situation you might be in. You will just have to be conscious of your surroundings and where you are pointing the muzzle. To me, the risk of over penetration comes second to stopping the immediate threat. Where I live I can afford that. If you live in an apartment or have close neighbors, then your choices may differ.
But, as stated earlier, for my uninvited guests I serve the best.