Penetration has never really been a problem for me either, thus I tend to go with "a lot" of broadhead... Last several years they have been VPA Terminators in the 1 1/4" 250 gr, or the Big Jim Big-3 at 1 1/2" and 300 gr... For my Widow curves and Thunderstick MOABs... But, with my Hill Custom I'm switching from the VPA 250 gr 1 1/4" to Zwickey Deltas and Centaur Big Game heads at 260 grains...
As many have stated above, knowing your setup, and getting it tuned properly (including getting your broadheads SHARP!!!) is of utmost importance! Then it just comes down to accuracy at the moment of truth.