I have both and I agree with what seems to be a recurring theme here. The 40S&W is a much harsher recoil, even when handloading it down (less charge). The 9mm is a perfectly suitable caliber and you can hotload it a bit if you need to. What it comes down to is if you can't hit exactly what you're aiming for then neither will do you any good.
Personally, I prefer the 45ACP.
