It's usually cheaper than .40 S&W. There are more guns and options to choose from, including some absolutely fantastic ones, like the Sig P226, the CZ75, the Jericho 941, Glock 17, etc. The 9x19 generally has lower felt recoil and muzzle flip and lacks the snappy recoil of a .40 S&W. Also, good 9x19mm cartridges have every bit as much stopping power as a .40 S&W, and even (IMO) the veritable .45 ACP. You can also achieve rather high capacity, such as 19+1 in the CZ75 SP-01 or 20+1 in the Sig P226 Blackwater Tactical.
You can't go wrong with a nine.