Well, without rehashing a frequent debate, the 9 may be an advantage if cost of shooting is, or becomes, an issue, particularly if you don't reload which I don't. Ammo prices at a recent gun show were the lowest I've seen in a year at $6/50 of 9mm 115g, and $8/50 of .40 180g (both Win white box FMJ). Since you seem to favor either the .45 or .357 that may not be an issue with you.
I have both a 9 and a .40 (not HK's), but 33% higher cost for the .40 means that it gets shot less than the 9, even though I shoot better with the .40.
The .40, .357, and .45 may indeed be good defense rounds, but from what I've read so are 9mm rounds like the 124g +P. I like to shoot; I may never be in a self-defense situation with a gun, but I'm pretty sure I'll be at the range a couple of times per month for the forseeable future.