I carry mine nekked just because I HATE cases. Did go for the VZW insurance when I bought my N2 so hopefully if I do have an ooops, then I'm covered.
Glock 21SF at home. If you're going to shoot someone, use the biggest round possible. Carry rig is a Kahr P380. It's almost a mouse gun but the only gun that does you any good is the gun you have readily accessible and there's absolutely no excuse for not having that pistol with you always regardless of what you're wearing. As for penetration, I'm primarily worried about how far the round will penetrate the bad guy. If I'm doing my job correctly then that's all that matters. $0.02