I have both a 940 and a 637 converted to 9mm moonclips. The 637 was done by TK Custom. I made the switch for convienience; I carry a 3913 as a primary ccw and either the 940 or 637 as a back-up. I carry the same ammo in both, currently the Winchester 124 grain PDX.
IMO, there is no difference in percieved recoil between a .38 Special +P and a 9mm +P, although there is a significant pressure difference between the two rounds. I've shot enough rounds through both of the revolvers to know that they will function, POI, etc., but they are definitely "carry a lot-shoot a little."