I went with 9mm as it's mainly a range gun. I have a .357 mag by the bed and I hear few arguments about its stopping power. 9mm is more enjoyable for me to shoot, cheaper, and allows for more practice. I'm sure it'll do the job if needed. The 9mm round has been taking down folks for decades, and if it were ineffective, it would've been phased out of militaries before many of us were born.
Shot placement is what counts and you can only achieve that with much practice. 9mm allows me to practice more due to my budget, but if your budget allows for higher ammos costs, go for the .40, it's an effective round as well.
Ciao,
Effy