Priorities in SD shooting:
1. Shot placement (putting multiple hits on target, quickly)
3. Expansion, 'punching a big hole'.
Based on the above, it makes sense to go .40 or .45 over 9mm if and only if you can place multiple hits on target as quickly as you could with 9mm. All too often, people say "I can handle the recoil" because it doesn't bother them under slow fire. Well... Duh.
Set a target at 3-5 yards. Mag dump with a 9, then a .40 and/or .45. As fast as you can. If your placement is comparable, go with the .40 or .45. If not, go with the 9mm.