Get whichever cartridge suits your shooting style and taste. There is plenty of 9 vs 40 vs 45 threads for you to look up, if you wanna go sown that road. No SIG, IMNSHO, is bad. Seems like you need to decide if you're going to use it for concealed carry, or whatever, and let the obvious factors of economics decide for you when it comes to practice/carry rounds. If you reload, then it's not much of an issue. On the other hand, if you don't, how much do you shoot? I have a few guns that will never be used for CCW (my primary use) but I got them either because I liked the gun in general, or it was too cool to pass up(my DE in 50AE)!!
For ease, since you own a SIG in 40, you could go that way. On the other hand, if you want a gun that's cheap to feed and fun to shoot, 9 wins out hands down.
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