Recoil is not only subjective, but depends very heavily on the weight and design of the particular gun. I have shot multiple .40s and .45s that shot softer than several 9mms. In particular, my Beretta PX4, the Sig 229, and the M&P 40 make .40 look tamer than 9 is in some platforms. Conversely, .40 can be a handful in designs tailored for 9.
My own subjective experience has found .357 Magnum recoils harder than .45 and .40, which feel about the same to me with .40 feeling a bit "flippier", and 9mm being a bit softer but "poppy" - I actually have more trouble shooting 9 accurately than .40.
I agree with the above. A good .38 Special +p load or even a well-desgined standard-pressure non +p like those from Buffalo Bore has excellent terminal ballistics and is gentle on the hand.
Regardless of caliber, go heavy-for-caliber. Heavier bullets are gentler recoilers, generally. 158-grain .38 Special is a bit easier to handle than 110-grain, 147-grain 9mm is a pussycat, not that 124-grain +p is bad, and 180-grain or 165-grain .40 is substantailly easier to control than 155-grain or lighter.
Beretta PX4 Type F Fullsize .40 S&W | Beretta 92FS 9x19 Para | Beretta 8040 Cougar Type G .40 S&W | Rock Island Armory GI 1911 .45 ACP | Sig Sauer SP2022 Stainless 9x19 Para | Sig Sauer P6 9x19 Para | Colt Python 4" .357 Magnum | Colt 1968 Det. Spec. .38 Spc. | Ruger LCP .380 ACP | Daniel Defense M4V1 5.56x45 | Alpine M1 Carbine .30 | Steyr M1895 8x56 | Ruger 10/22 .22LR |1943 Izhevsk Mosin-Nagant M91/30 7.62x54R | Remington 870 12GA