I bought a Glock mdl. 23(.40 S&W) and then got a drop-in barrel in 9mm and a couple of mdl. 19 magazines. I understand all Glock magazines will fit any Glock receiver, except for the .45. I don't know if you could get something to convert a .45 to 9mm or not, but the Lone Wolf 9mm bbl. I got for my mdl 23 only cost about $100, so it gives me two guns for only a little more cash. And 9mm ammo is a lot cheaper and more pleasant to shoot.
As for choice, I'd go to a range, rent several guns and buy the one you enjoy shooting.
My next addition probably will be a grip-mounted Crimson Trace laser sight. That would allow accurate defensive shooting from any position without having to get in a Weaver stance.
There will always be an argument over big, heavy bullets versus light fast bullets. When I used to carry a Chief's special in a shoulder holster I alternated 200-grain bullets and Super Vels (does that date me?) because I wasn't convinced either way. Now I like the .40 for defensive concealed carry because it's closer to a .45 in performance than a 9mm. But, like you say, there are some good loads for the 9mm.
After Jan. 1, we can elect to carry open in Texas. I probably won't ever do that, but at least if my gun is exposed, it won't be a problem. And in the summer heat, it's hard to conceal a weapon, so who knows? I'm definitely getting a good belt holster. Now, I carry in a leather messenger bag and hate it for lack of accessibility.