I'm gonna have to agree with DougB here. I've got an HKUSP45. I ran across a USP40Compact, used, for $525. Not quite having the bucks, I told a friend of mine, so at least someone I know could have it, and I could shoot it from time to time.
Later, I almost decided to trade my full size 45 for a 40, so I asked my friend if we could go "comparison shooting" to help me make up my mind.
There was little recoil difference between the two. The 40 compact had a tiny bit more recoil than my full size 45, but I attribute that to the weight difference of the guns. The accuracy difference was enough that I would rather have my 45 in a pistol match, but not enough that I would feel inaccurate in the home, on the street. I can keep 5 rounds in the "10x" ring with the .45 at 25 feet, but managed to hit JUST outside the 10x twice with the .40. Big deal. Probably had something to do with the fact that the .45 is MINE, and I've had it for 5 YEARS now, and know it like an extension of my arm, and the .40 is shorter, lighter, and has a little different feel to it, and I'd never shot it before.
I've actually read (Guns Magazine) that the 45C doesn't carry well with a full mag of .45's, because it's so grip heavy. The .40 (according to the mag) had a better balance on the hip.
Bottom line... get the one you like best, regardless of caliber. You'll be well protected with any of the HKUSP line you go with. But remember, a 9mm is still a 9mm.