Subjective, but in a small pistol I'd go w/ 9mm. Less recoil for the slight benefit on ballistics. Cheaper ammo cost as well. I own one and recoil is plenty manageable in 9mm and holds 13+1. A .40 I suspect is gonna be a handful, but if you can shoot it well it's your choice. If I was limited to 10 rounds or less I might be swayed towards the .40.