I love the .40 165gr Federal HST round. I have had 9mm's and there is nothing wrong with them, I just prefer that little extra punch. Aside from that, I could still find ammo for the .40, as still can. I cannot find 9mm in my area. Also, if I want to go 9mm, I can easily get a conversion barrel for my Glock 23, so I have options in both calibers.
A hit with a .22 is better than a miss with a .44