FWIW, I'm a cop and I carry a Glock 27 .40S&W or a Kahr PM9 9mm off-duty concealed. Both are fantastic. The .40 is a great round with 180gr hollow points. The 9mm is also amazing w/ 147gr hollow points. It's about shot placement, not capacity.
I carry both in an inside-the-waistband or ankle holster.