Nickster,
I can't speak about either of the handguns you've mentions, only the calibers. If you plan to practice alot, personally, I'd keep the 9mm. It's cheaper to shoot than the .40 caliber. Unless you have a lot of money or reload. Unfortunately, I don't have/do either.
If it's knockdown you are worried about, if the 9mm is loaded with some Corbon (+p+'s) you wouldn't be that short of the .40 caliber.