Purchasing a Pistol doesn't require a life long commitment to that particular pistol. As stated above, try a few and pick one without over analyzing it. If you determine in a few weeks or months it just isn't for you trade it for a different one. Better yet get a second and hang on to the first in case you change your mind again. The cost of trading among plastic fantastics is no more than the cost of 3 or 4 boxes of defensive ammo.
That said, my preference between .40 and .45 is .45. I have owned and fired thousands of rounds in both and find the .45 to be more comfortable to shoot in my arthritic hands. My in depth comparison was with M&P40 and M&P45. The M&P9 was lighter recoiling but not enough to sway me in its direction.
Enjoy whatever you choose.
Agreed, 9mm is also cheaper to preactice with and the less recoil makes for quicker followup shots. Technology has made for some impressive self defense 9mm rounds. I carry the Gold Dot 124 grain +P JHP short barrel. 13 inches of penetration, no weight loss to bullet, excellent consistent expansion even after traveling through denim makes the choice to go 9mm a no brainer for self defense. Place the shot and you have a winner (that is the rule for any caliber -- if you can't hit a 50 caliber is worthless) and one last plus you will have more rounds in the gun vs the 40 or 45 caliber which increases your odds of good shot placement.
Russ
I carry a Kimber 45 for CCW. You will need to try various pistols and calibers to find the fit and recoil that suits you. To many people want to start big and regret it later. You will want to have something your comfortable w/ shooting and carrying.