I would go 9mm. Primarily because of the price of ammo.
If it is going to be a range gun 9mm. Here in St.Louis you and buy two boxes of 9mm for the price of 1 40sw and still have a buck or two left over.
If you want it for carry. You can practice with the inexpensive range rounds and carry Corbon DPX or Winchester Rangers for SD/HD.
I know the Corbon round is a good one. 40sw pressures and 50 caliber expansion.