I like to shoot a .45 every now and then but I'm more partial to the 9mm. I'm quicker on follow-up shots and more accurate all around. I feel more comfortable in my ability to place a shot with the 9mm than the .45. I also shoot quite a bit of .380 too.
I will say that as far as "fun" shooting I prefer the .22 and I carry a .22mag in my pocket nearly all the time.