Congrats, and best of luck with your choice. Enjoy.
I don't own a Shield 9 or .40, but I've come close to buying a .40 model. The thing is I already own 5 guns chambered in .40, all but one of which are compact and subcompact, and they cover all of my retirement CCW/LEOSA needs quite well.
However, I did spend some time on our range shooting a Shield .40 we had on loan for T&E, and I was very pleasantly surprised by it. I was only using the 180gr duty ammo, though, and didn't have any lighter bullet weights to try that afternoon.
Bottom line, while I'd listened to some other instructors say how they preferred the Shield 9, due to felt recoil effect, I rather liked the Shield 40. It made me wish it had been available when I'd ordered my 2010 M&P 40C. I found it accurate and controllable. Downright handy.