Great thread! I too have this problem. Even though I have a gallon jug full of once fired 9mm brass, it still bothers me when I can't find all the brass when I shoot. I bought a revolver (GP100), I liked the trigger a lot, was accurate with it, and thought "huh, this is a nice gun", then I ejected all 6 rounds into my hand--thence directly into the box I was using to collect shells without a single bending action, probing of dark corners with my fingers, or digging into bushes for that one shell that is standing straight up blending with its surroundings. That was the moment that I fell in love with the revolver.
Funny thing is, now I have a .22 revolver now too, and even that brass doesn't hit the ground. I think I have developed a problem...