There's something about the .40 that makes it deadlier than a .45. A DEA agent I know told me it was something about the motion of air surrounding the flying bullet that did even more tissue damage at the POI.
I've never heard that one before, but can attest that its total bullcrap. The 40 short and weak is a compromise cartridge- its a bit more powerful than a 9mm but it will also fit in the same frame size as a 9mm. The FBI originally wanted the 10mm for a service weapon, but smaller framed people and many women couldn't efectively handle a pistol in that cartridge (its close to being equivalent to a 41 magnum), the cartridge was shortened, the muzzle energy was cut in half resulting in the 40S&W.
They now make XDs that have te frames shaved down and redesigned so that one chambered in .45 is no larger than one chambered in .40 or 9mm. Get the .45 its by far the best of the 3 cartridges.