I guess more (tons) have been written about the 9mm Vs. .45 than any other pistol subject in history. But it is still a valid question. I don't have .40 but do have 9mm & .45. I use both with the same confidence. I won't go into the ballistics, but you just don't get a guarantee with either round. Way back eons ago when I was in the Army they issued a verbal guarantee with the M1 rifle. They said they would guarantee if you shot at the BG and he was still standing...then they would guarantee you missed! Even that is an exaggeration, not even a 30-06 with 180g @ about 3000ft lbs. will always do the job....so a .45 & 9mm @ about 350-400 lbs. must depend on shot placement. Both work. On my own testing my 9mm normally penetrates better than my .45, but enough penetration is all you need.
I know one difference. It is easier for me to load my fat .45 rounds into my mags than the skinny 9mm rounds!
You are OK with the 9mm, but if you like having lots of guns then you might as well add a .40 & .45. The .45 is always fun to shoot...for me anyway.
I am going to add one thought. I normally don't weigh in on the 9 Vs 45 issue because of so many posts. But I have come to my own personal conclusion through the years by looking at results. Not the FBI one stop caliber results, but actual accounts of incidents related in reliable gun books & TV video. For me a picture emerges. If the BG is really hit in a vital area (head/heart) then most cases he is down instantly. Video about 2 years old of (I think Boston) Cop shooting a BG with a knife. The BG dropped like a sack of potatoes....not knocked back like the movies. He was dead. They did not say but you could see he was not hit in the head..so I assume hit in the heart. But these kinds of incidents are the exception. Usually the BG gets shot more than once and does not die...or at least continues fighting for some period. It is also clear that if you hit the BG in center of mass with any good caliber that he will be in trouble in short time. If he is running he will finally stop. If he is attacking he may stop while he is engaging you. Anyway, it says to me if (your life is in danger)....shot more than once and get as many critical area hits as possible...no matter the caliber.
Now, I think I will go another decade (I promise) without weighing in on the 9mm vs .45 issue.