I like the .40 myself, I think it's fun to shoot. It's got extra kick but not what I'd call unpleasant. It does depend on the gun though, as with all rounds, some guns shoot it better than others. In the right gun, the .40 isn't too bad.
That said, I still like the 9mm a lot better, a lot lot better. For me the .40 and the .45 are mix it up fun calibers to take to the range. It's fun to shoot something with some extra kick once in a while (and the punch from the .40 feels pretty good). But for everything else, carry protection, competition, home defense, ect, I rely on the 9mm and simply choose the round that meets the task. Good HP's for defense, mild load 115gr FMJ for target practice, and a sort of +P 124gr FP for a little fun with the cans at the sand pit (btw - the 124gr +P sound and feel a lot like the .40 does).
So if you like the .40, by all means get the .40, but don't get a .40 because you think you need one. The other rounds will be just as effective. Focus more on the gun you want and get it in a caliber that it shoots well.
(and ammo might be a consideration as well, in order of easiest to hardest to find around here it goes: .40s&w, 38sp, .45 auto, 9mm, .380 auto. Luckily I started reloading after the last shortage and if your a member of a club, reloading supplies can still be gotten (slow, but they come in).
597 VTR, because there's so many cans and so little time!