I own neither a Shield 9 nor a 40, since I own so many other 9's and .40's, but I've spent some range time using both. (I also added the Shield armorer class to my list of armorer certs.)
Lots of our guys & gals like the Shield 9, including many of the firearms instructors and armorers (even if they own other brands of guns).
I actually found the Shield 40 to be a surprisingly easy shooting and controllable little .40, but listening to other instructors, I'm apparently the exception.
The Shield 9 seems to attract more owners/users than the .40 model, similarly to how the Glock G26 (9mm) attracts more people than the G27 (.40 S&W).
The easiest way to decide for yourself is to find a range where you can try representative examples of both, using good quality ammunition produced by some of the major American ammunition makers. Most people usually express they find the Shield 9 easier to shoot when it comes to felt recoil and controllability (muzzle snap & whip), but these things are pretty subjective.
Also, any sensitivity to recoil, due to previous injury or other medical condition (arthritis), might have an influence. A good friend of mine , who is a long time martial arts practitioner (close to 50 years) and another retired LE firearms instructor, owns the Shield in both 9 & .40, and shooting the .40 causes him a lot of wrist pain (former injury). He really enjoys shooting his Shield 9, though, and this is a guy who shoots virtually every day on his own property, on his own range.
Try both and decide for yourself.
FWIW, I've carried 9's, .40's & .45's as issued duty weapons, as well as off-duty, and own several pistols in those calibers. I own more 9's than .40's, and almost as many .45's as my 9's & .40's, combined. Either the 9 or .40 Shield is fine for its intended role, using good quality, modern design defensive ammunition. (Then again, this is offered by some who will also often carry one of many 5-shot .38/.357 snubs, or one of a couple of LCP .380's. I'm not the "caliber snob" I was as a young man.
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Another nice little 9 is the Glock G43, especially as currently produced (it's been produced with a "minus" connector since about last summer, which has helped with its trigger pull weight/effort). It only uses a 6-rd magazine, versus the 7 & 8rd mags of the Shield 9, which seems to concern some people who like higher capacities (but it wouldn't bother me). Unlike the Shield, Glock doesn't offer a .40 similar to their G43, though.