I went with 40 because I found it was the platform you could change out barrels/mags to go to 9mm and 357 Sig.
I've been issued and carried all 3 calibers throughout my career, and 9mm is the easiest to shoot and it's generally cheaper than the other two calibers. 40 is obviously popular, holds a little less than 9mm, but has a snappier recoil compared to 9mm. It's also a little bit more expensive. .357sig is very similar to 40, both in the way it feels and mag capacity, but is much more expensive. It's only an option for me because over the course of the years I've accumulate A LOT of loose rounds from range days and I want the option of being able to shoot it after I retire…although at that point I'll probably just carry a 45acp. Agency won't allow it now.
As for ballistics, they are all pretty similar. IMHO, the only part about ballistics that really matters is the terminal ballistics of penetration (at least 12") in a variety of mediums, expansion, and mass. Again, just my experience from testing, is that FPS, muzzle velocity, foot pounds of energy, etc… are fluff numbers, and don't mean anything, if terminally… penetration, expansion, and mass aren't met.
It didn't used to be this way but 9mm tech has come a long way. 40 & .357 are almost identical. 357 has some advantage in penetration through laminated glass…but we're talking less than an inch difference, and the reality of, do you really need that for the difference in cost; For most the answer is going to be, no.
Ultimately my suggestion is to buy what you shoot the best. By best I mean the most amount of shots accurately (say in an 8" area at 7yds) in the fastest amount of time. For SD purposes, a tight group is for show. Accuracy without speed is for target shooting and learning the fundamentals/relationships of stance, grip, sights, trigger, and reset. In a gun fight it's about how quickly you can put shots in a reasonable area/distance, because that increases your chances of winning. For most that answer is going to be 9mm.
Or do what I did and get a 40 and buy a 9mm barrel/mags and have the option to switch at will.

You cannot get a 9mm and go up though.
YMMV.