Recoil perception is largely subjective. It's also affected by 'How' you grip your pistol, too. I mostly shoot 45 acp or 357 magnum. Once in awhile I'll throw a few 9mm's downrange; but, not all that often.
It is, all, a matter of what you get used to. A 45 feels like it has more of a push to it. A 40 seems to have a sharp crack reflex; and the 9 feels like a fast light tap to me. You can control recoil by grabbing your semiautomatic pistol at the very top of the backstrap, by keeping your thumbs predominantly straight, by applying a strong backward and downward pressure with your support hand, and by conditioning your reflexes to work, 'in sync' with the gun.
When I used to shoot a lot of IDPA, I was one of the few on the line who always used a 45. Believe me I never felt handicapped; and that 45 never reduced my scores.
Watch shooters who fire repetitive strings of shots. You'll often see them go off between the first and second shot before catching the rhythm on the third and any subsequent shots. The only shooters you won't see do this are the ones who fire 100 + rounds each and every day.
With a semiautomatic pistol the full force of recoil isn't felt until the slide is all the way back. The less, 'pivot' you give to the pistol at that moment the more controllable recoil is going to be. I do a lot of rapid fire work; well, at least, I used to. I've been slacking off recently. I'm aware that my grip actually tightens with a slight downward thrust at the moment the slide is all the way to the rear.
If you want to control single shots, there's a, 'magic spot' about midway up the pistol's backstrap. The better control you have over this one spot, the better you're going to shoot - Period. To avoid a poor grip, or negative muscle reflexes, I'd recommend dry firing with snap caps. (I keep a magazine full of them in my range bag.) I'll frequently start a range session with 10 or 15 minutes of dry firing because it saves a lot of ammo!
Another technique you can use while you're learning how to manage recoil is called a, 'ball and dummy drill'. Load several magazines up ahead of time; intersperse your live ammo with a few snap caps. What you discover can be very revealing of your present technique.
I do not, now, nor ever have practiced with the same ammo that I carry. My practice ammo is always reduced power range ammunition. Sight picture is sight picture; recoil management is recoil management. If you can handle the one, then, you can handle the other. (It's kind of like practicing with a 22 pistol; something I find myself doing more and more of lately.) Once you've developed the skill, it's readily transferable from one lower power factor - one (lesser) caliber - to another higher one.
PS: Reloading isn't cheaper. That's a myth! Reloaders have the advantage of a very relaxing hobby; they can pick and choose their own personal loads, too; however, I've got an entire room full of reloading equipment that has turned out to be anything but cheap; and, it's taken a long long time to learn how to use it all, well.
Personally satisfying, educational, convenient, and versatile? Yes! Cheap? Not by a long shot! (And ya got 'a learn to love it, if you're going to spend the time required to keep up with your other hobby.)