You want speed if you're running 357 mag. Stick with stuff in the 125gr range. Gold dot, ranger, hst, and golden sabers will all do fine. If you want a little more penetration, find someone who loads a 125gr monolithic hp like Buffalo Bore or Corbon. Here's a link to the corbon load being tested. Looks like penetration is a non-issue.
158 gr is generally a hunting load designed to drive deep into vitals. 2 legged preditors are not as thick skined as most game animals. If you really want to run. A heavier projectile, drop down to 38 spl ammo and save yourself quite a bit of recoil, muzzle flash, and noise.
I found some 125 grain and som 130 grain .357 ammo I had stashed since I also have a Ruger SP101 snubbie. As I buy new, I`m going to go with the 125, but even once I get the sights adjusted on the Coly Python, at close range there shouldn`t be any noticeable POI between the 125 grain and the 130 grain, until I get the 130 grain used up.