"They all suck, so pick the one you shoot best."
This statement should not be taken at face value, it is made with the intention for the listener to spend some time and THINK about it.
As i see it, by saying "they all suck" means all calibers are not perfect, each has it's own performance levels and limitations. No one round does it all. Learn your ammo.
By picking "the one you shoot best" means not only knowing what ammo you can handle but knowing your gun and knowing why it works best for you. Learn your gun/firearm/weapon.
This also includes knowing everything you can learn how the gun and the ammo and you the shooter work as a system and understanding that power, potential and limitations. Know what you are doing.
It's amazing how just ten word can say so much, if you just stop and think about them.