I think bullet selection should depend on your gun. I use 175g Barnes in my .45 caliber ML and it has never failed to put a decent sized hole all the way through. Deer may run off, but he's dead and just doesn't know it yet.

I shoot 255g cast lead in my Colt revolver and everyone says it will completely penetrate. I can't prove it because I've shot at 2 and missed both.

With a 7x30 Contender I use a bonded bullet that holds together and performs much like a Barnes. I've never failed to get complete penetration.

It's a different story with my .308. At over 2900 fps it has enough power to punch any bullet through the deer, so I use a Nosler BT. It does ruin lots of meat, but I'm probably only gonna shoot a decent buck with it and I want him DRT. I would not use a BT in a small caliber. I hunt with a guy who uses them in a .243. Sometimes it kills the deer and sometimes the deer runs off with no exit and no blood trail.

Select your bullet depending on your gun.