Mostly 9mm for me. I initially chose 40 for SD. Why I changed to 9mm: cheaper to shoot, my wife does not like the recoil of a 40 but can handle a 9mm, can carry/store more 9mm than 40, low recoil, availability, my perception of the marginal difference between 9/40/45 for SD using hollowpoints, low recoil and the capacity of 9mm in a handgun magazine.
If I lived in NY or Cali, I would choose the 45 or 10mm or some other larger bore caliber. If I cannot have capacity, then I will go for largest diameter round I can get.
I have only 1 40 cal handgun left and I will be trading that in soon for a 9mm or a 10mm.
I never was a 45acp kind of guy.
I just purchased a 10mm (Glock 20) for SD when hunting. If that floats my boat, I may carry it or a 10mm subcompact (Glock 29) during winter weather. I do like everything I read about the ballistic performance of the 10mm. It is hard to argue against 357 magnum performance or 41 magnum performance with a 15 round magazine.
I am happy with my choices. The only time I question them is when I compare size of 9mm Hollowpoint right next to the size of a 10mm Hollowpoint.
I, or anyone else for that matter, cannot buy guns/bullets/etc. our way to performance. It is easier to throw $$ at a perceived problem, when in fact we should be throwing time and energy perfectly practicing perfect technique to be effective. It's the software and not the hardware.