personally i prefer the 40 round over the 9mm because, well....I enjoy shooting it more. That is that. I have a 9mm, and dont feel undergunned carrying it, but the 40, something about it...its just my preference.
That's it!
With the right ammunition, i.e., ammo that passes muster in terminal ballistics, there really is no appreciable difference among the 9mm, .40, and .45--when all pertinent factors are considered.