I've heard too many stories from police, etc though about how people kept coming at them after being shot with 9s and how .45s would knock them down even if they were only wounded, so I changed to .45s and .40s.
Comments like this always crack me up. I'm a cop, and as a DT instructor I spend alot of time studying use of force situations. Recently for all the guys in my agency that were complaining our 9mm's aren't enough, I showed them the video of a badguy (stone cold sober BTW) getting gut shot with .45ACP at close range, who not only doesn't go down, but continues to fight the cop HARD for several minutes, until he is cuffed. The badguy lived, with no long term injuries.
Then I showed them the video of the trooper who puts 5 rounds from a .357 Magnum into a BG. AFTER taking 5 shots from a .357 Mag the BG cranks off one round from a .22 which hits the trooper under the arm and penetrates all the way into the heart, killing him.
Now, I'm certainly not saying you should carry a .22 over a .357 or .45, but my point is shot placement, and penetrating far enough to damage the CNS or shut down the heart, is the only way to GUARANTEE a quick stop.
Energy transfer, fast vs. slow, 9mm vs. 45, blah, blah, blah, blah, . . . The key is HIT THE TARGET, keep hitting the target until the threat stops, and penetrating far enough to do the CNS or heart damage necessary to stop the threat is what is paramount.
So get yourself a good gun, and carry a round that has shown to provide 12 or more inches of penetration in gelatin tests. There are plenty of options available in 9mm, .40, .357 (Mag and Sig), and .45ACP. Get yourself a gun you are comfortable with, and practice with it.
The efficacy of the 9mm is often understated, the efficacy of the .45 is often overinflated. Plenty of folks worldwide have been killed by both, and plenty have lived through multiple shots from both.