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; 92FS; 92S; 8040G | Sig Sauer SP2022; P6 | Colt Python 4"; 1968 Detective Special 2"| Smith & Wesson M642-1 | Ruger LCP; 10/22 | Daniel Defense M4V1 | Remington 870 | Alpine M1 Carbine | Steyr M1895 |1943 Izhevsk Mosin M91/30 | Walther PPS