The difference in diameter of the two bullets is 1/10 of an inch. I can't imagine 1/10 of an inch making much difference.
If you want to look at kinetic energy, a 9mm traveling at 1165fps will give you 15.6 and a .45 traveling at 970 will give you 18.8 (units are irrelevant). That gives the .45 20% more power to penetrate, break, and crush. That may be an advantage or disadvantage.
The 9mm seems to penetrate just about everything (car doors, wooden house doors, heavy clothing, etc) that you will come accross. I can't recall any study showing problems with 9mm penetration.
The 10mm is only 1/20th of a inch narrower than the .45 and has 23.8 on my kinetic energy scale. That's 27% more than the .45, AND it's available in a reasonably sized handgun. If you worry about penetration, skip the .45 and go here.
Still want more? Don't care about carry? Go with the .454 Casull and you've got a wider bullet and something at 52.4 on Mike's Power Scale (MPS)... more than DOUBLE the 10mm. Grizzlies will open doors for you.
Of course there is the .475 Linebaugh, but I don't know who makes a handgun for it.