Actually, according to Federal's site, regarding the HST loadsAEA wrote: The .40 is not much more than the 9mm anyway, has a necked case that could cause feeding problems in some autos. A good +P 9mm round such as the new HST from Federal will do all you need to do.
1. .40 Caliber HST 180 grain bullet delivers 408 lb/ft of energy at the muzzle
2. 9mm 124 grain HST +P bullet delivers 396 lb/ft of energy at the muzzle.
3. 45 acp 230 grain HST bullet delivers 404lb/ft of energy at the muzzle
As you can see, the hot 9mm +P bullet is getting some pretty respectable numbers when compared to the .40 cal and .45 acp.
What this says, to me at least, is that modern self defense rounds are suitable to do the task. You should focus more on selecting a caliber that you can control reliably, and accurately first. Shoot one clip of each caliber as fast as you can, and see which one you were able to control the best, and consistently hit center of mass.
There are tons of people on this forum that will carry a .38 +P Special snub nose revolver as their primary weapon and are comfortable with that, despite the .38 round having alot less energy at the muzzle over the 9mm.