I have shot both, but unfortunately they were 5 days apart, so it's hard to make an accurate comparison. However, the recoil of both was very manageable. I have actually been trying to decide for myself which one to get, and have bounced back and forth more times than I care to count. Right now I am in the .40 crowd.
Something else to think about recoil. Recoil is the reaction of the slide to the force of the bullet being forced out of the barrel. That force is a combination of the propellant from the cartridge and mass of the bullet, with some of that force being absorbed by the recoil spring. Thus the recoil "felt" is highly dependent on the the specifics of the round you are firing.
Consider the following three Speer Gold Dot GDHP rounds
Code:
Cartridge Weight MV (fps) ME (ft-lbs)
9mm +p 124 gr. 1220 410
.40 180 gr. 1025 420
.40 155 gr. 1200 496
Energy is the measure of a force over a distance, so you can see that the Muzzle Energy from the first two and thus the force are about the same. I would expect the recoil from these two rounds being fired out of the same frame to be very similar.
The 3rd line shows a slightly lighter .40 that has a similar muzzle velocity to the 9mm round. You can see that the Muzzle Energy is about 20% greater, and I would expect the recoil to be proportionally larger as well.