Thanks for the advice. I'm leaning towards the 9mm due to the cost of ammo and the extra capacity.
I did Google the question before I posted it here, but most of what I found was less than scientific and basically said "the bigger, the better" or "carry a 1911 or stay home". I know there is a lot more to it than that and I thought THR might give me some insight.
I know that shot placement is the most important factor in self defense, but if there was a marked difference in performance between the two rounds, specifically in this pistol, then it would deserve consideration.
From what I can tell, penetration is a little deeper and expansion a little wider with the .40, but the difference is barely noticeable and they both easily break the 12" mark for penetration. I think that comparison was with Speer Gold Dot, which is probably what I would run through it, as long as it feeds consistently. All things considered I would sacrifice 1/4" of penetration for an extra 4 rounds and cheaper ammo for practice.