I've had .40s, 9s, and .45s, in addition to .32s, .380s, and .38s.
I don't have .40 anymore.
Pros for the 9mm:
1. Cheaper to shoot. (Condiderably cheaper.)
2. Easier to shoot, less recoil.
3. Generally more accurate.
4. More bullets in the same size gun.
Pros for the .40:
1. Bigger bullet = more stopping power?
I don't hate the .40, but I'm probably going to get another 9.
For pocket carry, I've got a P3AT for an always gun, but prefer a Kahr PM9 when possible.
When I can carry IWB, I prefer a .45, which is much easier to shoot than a .40 in my opinion.
For blasting away at the range, another Glock 19 is real possibility when the AWB dies.
If I had money coming out of my ears, the 9mm as a range gun wouldn't have as much appeal.