I've come to the conclusion that it all comes down to how you feel about the recoil impulse of the different rounds.
Some prefer the slow, but strong "push" of a .45.
Another guy might find that .45 push, and torque (in some guns) annoying.
Another guy might like the 9mm because it seems lower-recoil than either the .40 or .45.
Another guy might like the .40, because the recoil is snappier. Another guy will dislike that snap.
Seriously... I fired a friend's .40 Glock the last time I was out, and wonder if I should try firing some more .40? I didn't feel it recoiled less than the 9mm, but the speed of the recoil seemed more comfortable to me. It left me dumbfounded, because it was the last round I would have cared to bother owning. But now...? Heck, there are Police trade-in Glock .40's going for $329 all day, and that's a bargain! They certainly won't be going down in price when that's over.
Moral of the story -- shoot all 3, and with different guns. Rent some at the range, and have fun. End up with whatever works best, given your carry needs. They all perform about the same for the average shooter, given quality defense ammo.
Totally subjective.