I have both and prefer the 9mm. The 40 is pretty snappy and harder to get quick follow up shots. The grip on the 40 slips in my hand while the 9 does not. I'm a frequent shooter and shoot 45s and 357 all the time so it is not an amateur operator issue. I ended up carrying the 9mm shield as my main concealed carry gun.

Any hit with a handgun is a **** shoot. There are so many factors that affect the target that the difference between 9mm and 40 is not likely to be much of a factor. Another plus for the 9mm is less ammo cost = more opportunity to train.