I have never had a problem easily controlling the .40 S&W recoil as well as any other caliber. I think the weaknesses of the caliber are vastly overstated online.
This is not to say the other posters aren't being straight with you. If their experiences differ from mine, that's just as valid. My only point is that you should get to a range and shoot for yourself rather than taking the word of others. If you find .40 easy to shoot well like I do, it's cheaper than .45 and comes with higher capacity.
Amusingly, I grew up shooting .40 and .357 magnum almost exclusively, so when I shoot 9mm I'm actually a bit worse with it. It's a creampuff recoil wise, but the more 'pop' recoil impulse (not strong, but unique) is different enough from .40 that I actually shoot .40 faster, it being the recoil impulse I'm much more used to. Sometimes I wonder if the "snap" 9mm shooters complain about in the .40 is just a similar manifestation of lack of familiarity.
I do prefer 9mm and smaller in small frame/pocket guns. There I can notice a small difference in 9mm's favor.
Get to a range and try some guns.
I've also always been somewhat confused by folks who say that the advantage of a 9mm over .40 includes capacity, and that the .40's small diameter increase doesn't matter, but those same folks don't count that advantage the .40 has over the .45. What's more, the capacity difference between .40 and .45 is the same or greater as the difference between 9 and .40. For instance, in the Beretta PX4 line, the 9mm holds 17, .40 holds 14, and .45 holds 10. In the M&P, the 9mm holds 17, .40 holds 15, and the .45 holds 10. In the Glock, the 9mm holds 17, .40 holds 15, and .45 holds 13. The list goes on, but in most cases the capacity difference is the same or greater.
It seems that, to be consistent, either capacity trumps tiny diameter increases or it does not.
This, of course, sets aside the recoil impulse for argument's sake.