9mm is an excellent round ,the only thing "better" about the .40 is it is not metric. The thing with the .9mm is it is a smaller faster round. You can't just use hardball ammo like you would with a .45 or it will just go right through.
Also US 9mm cartridges are very weak. An off the shelf US 9mm round does not even have enough power to cycle the mechanism on a nice tight Luger pistol. The +P rounds in a good hollowpoint are excellent.
Even a .380 is not a bad round with the right ammo. You just can't shoot the same hardball like you would in a .45.
Another excellent round that does not get enough respect in North America is the Russian 7.62/25. It is the Soviet version of the .45 and the Tokarev T33 is their version of the Colt. Admittedly it is an ugly gun though. I prefer the CZ52 which is just as ugly but has a very cool recoil reducing rollerdelay action like some very expensive HK's. The main advantage to the 7.62/25 is penetration. Loaded with cheap legal and easily available subgun ammo it is more than capable of dropping some gangbanger in a vest.It is interesting that the Soviets quit using it and replaced it with the Makarov and now the new Russians are using it and producing weapons for it again.