I have both. I shoot the .45 every week. The 9 has become a safe queen. The .45 is considerably more accurate, especially at 15 yards and beyond. It is easier to rack, and its recoil is only slightly greater than the 9's. The trigger action is smooth and appropriately weighted for a carry pistol. (The same is true for my 9.)
I had a few failure to feed (nose-dive) problems early on with my .45, but those seem to have been taken care of by a change in lube procedure. I now use Slip 2000 Extreme Weapons Grease, and apply it more generously than the owner's manual suggests. My 9 had failure to eject problems that I was never able to completely eliminate. That is the main reason it is now on the shelf.
The biggest problem with the .45 (as any owner will tell you) is the reassembly of the 7-round magazine. It has a unique design, and the owner's manual is of no help. Fortunately there are some threads on this forum that give some useful techniques for making reassembly easy. The 9 magazines are easy to reassemble.
Whichever model you decide to buy, insist that the seller field strip it before you make the purchase. Then remove and inspect the recoil spring assembly (RSA). S&W has had persistent quality control problems with small numbers of these (maybe less than 1%) throughout the production of the Shields (all models). There are two types of problems. One is a bent spring retainer disc on the back end of the RSA. While the Shield can function with this defect, you may get an increase in failures to eject. Besides, if you're buying a new Shield, it should be perfect. In such a case, send it back and have the retailer bring out a new one. The second type of RSA problem is more serious: it flies apart upon removal. When this happens, the RSA (and the Shield) is no longer useable, so, again, demand to see another Shield. While you're not likely to encounter any RSA problems, you can save yourself some aggravation by checking before you buy.
Good luck!