Get the .45 its by far the best of the 3 cartridges.
I hear this blanket statement all the time and it honestly makes no sense to me. Ballistics vary WIDELY from cartridge to cartridge and manufacturer to manufacturer.
Here's an example........
I run 2 different Corbon loads from my XD40:
150gr JHP @ 1200fps / 480ft lbs of energy
165gr JHP @ 1150fps / 485ft lbs of energy
Now take the .45 and compare to a different but popular load from another manufacturer, one that is carried by a lot of guys
Federal Personal Defense .45 (I'll only compare the 165gr because they match the heavier .40 weight that I shoot)
165gr Hydra Shok @ 1060fps / 412ft lbs of energy
165gr EFMJ @ 1140fps / 476ft lbs of energy
I'm maybe not understanding how the .45 is by far the better of the 2? I can get the .40 ballistically right there or better than the .45 depending upon ammo choice and it's a little cheaper to shoot.
(Of course you can +P the .45 and blow the .40 away as well)
I'm not sure a bad guy would define my 165gr Corbon load as "Short and Weak"
All that said if it was a 99.99% fun gun and .00001% that I had to pull it out of the nightstand one night 10yrs from now because I heard a noise downstairs..........I'd take the 9mm. You'll shoot it more pretty much guaranteed and there are plenty of 9MM rounds that will do just fine at 10ft.
Everyone treats these things like they're shooting bad guys for a living day in and day out and then it might be worth discussing the merits of a9 vs a .40 vs a .45 etc
Does it make sense for a cop who carries his duty weapon everyday to consider these things to the split hair? YEAH. Does it matter for Joe citizen who has an even smaller than tiny chance of ever having to pull that weapon in defense..........I don't think so.
It's my mindset to recommend the weapon and caliber that someone is going to shoot ALOT, have fun with and get to know how to handle vs the "Flame thrower" that they shoot 1 box through and put it away for a rainy day because it's a little expensive to shoot or uncomfortable.
I own all 3 calibers in Autos, 9, .40 and .45 and if I had to keep just one, I'll take the 9MM. Cheap to shoot and my 125gr +P Corbon will do just nicely if the unfortunate and unlikely day ever comes.