.40 Caliber man here. I just like the round. But if I had to choose between .45 or 9MM. I'd probably choose the 9 for capacity convience. However I agree with many other say, shot placement is key.
Flinging your piece out and firing .45 rounds or 9mm rounds all over the place and not on the target won't do you any good at all. Best thing is to find the round that suits you the most and practice with it so you know what to expect behavior-wise from the round and gun.