.357 is cheaper and easier to come by. As far as penetration...well...that's open to discussion. Factory loads, maybe. Maybe not. One of hte original design criteria for the .45 Colt by the Army was that it had to shoot through a horse and into whatever was behind it. The original loading was a 250 grain soft lead conical bullet with a case full of black powder. Chronographed out at right around 900 fps. I'm pushing a 270 grain cast bullet that is relatively soft by current standards at about 1,200 fps out of my Redhawk as a standard load. Same bullet out of the R92 is expected to result in about 1,800 fps with a slightly different loading, and that is still safe for the Redhawk to digest if needed. Your lever gun, if the barrel isn't too long, will give you 200 - 300 fps more than your revolver with the same load, and a lot more with a tailored load. Revolvers like faster powder and lever guns like slower powder, but they will both safely digest the same stuff if need be.