There's nowhere that's foolproof! The shoulders have lots of blood and lots of bone, so even if you miss an artery it'll hurt like absolute hell. Not great when the wound is supposed to be for show, just to get a certain group off your scent, and you have to still fly a spaceship.
It's similar everywhere else. A lung is a possibility, but if it gets blood in it, you could drown. Everywhere else has vital organs, and the guts won't kill you immediately, but could do over a few days.
Basically, while there is a chance you'll survive, there's nothing guaranteed to be non-lethal.
So uh, yeah, don't get shot in the torso. Really bad idea, apparently.