If I had it to do over again I'd probably go CW9 rather than CW40. However, in addition to the CW40, I also own an XD40 SC. Neither one is going to be my favorite range gun but I have no problem spending a half day with either of them at the range. I've done full-day classes with the XD.If I saw that, I say it was the later.
I've know several folks who have gotten the .40, "because it was more power in the same sized gun", only to discover that there really isn't any free lunch.
The .40's steeper pressure curve and inertia , compared to the 9mm, especially in a polymer frame (because everyone wants less weight) does cause the guns to jump around a bit.
As was mentioned earlier, YMMV.