Personal preference. I think 9mm has advantages, especially for new shooters: it's cheaper, has less recoil (easier to shoot), and the magazine holds more rounds. Do you have other pistols? There is an advantage in being able to use the same ammo in more than one gun. Some folks think they want greater stopping power of the .40 but modern 9mm JHP is pretty effective.
Oh, I have a 9mm Shield and I like it a lot. My other pistols are also 9mm (except for a .22 plinker).