I'd rather shoot a +p 9mm or a 45. I've owned a few 40's (P16-40, G23, Beretta 96.) I liked the guns, didn't like the round. Absolutely subjective!
Just to be a little more specific. I don't like the snappiness of the round and the accuracy was not what I expect either. I once had a 10mm pistol, the S&W 1076, and I preferred that over the 40. I actually liked the 10mm alot, it was just the cost and availability of the round that caused me to sell my 1076.