40 S&W has a ballistic advantage over 9mm and more "stopping power". However, in just about every other aspect (price, compactness, recoil, availability) 9mm wins. It really depends on what you are looking for.

Me personally? If I had to bet my life on it? Well my daily carry conceal is a 45 ACP. If I couldn't have that, between these options, it would be a 40 then a 9mm.

Finally, shot placement wins out over all. You can stop a threat with a 22 if you place the shot right.