My .02. I would say go for the 40 for the "punch"and capacity. That said I have a Hi-Powder clone Feg HP-9 in 9mm as an all-around target traveling companion ,bedroom gun ,well its staying around. It shoots well with every load I've fed it from 75gn hps to 158gn rnfp's. That platform is all steel and is available in 40 also. Its easy to shoot and has mags available in 8,10,13,15 and 20 rds. My next choice would be just to jump strait in to a 1911which can be had in at least a half a dozen cartridges and 22LR swaps for training.