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I can only tell you why I trust a 9mm:
1. Shot placement. I am more accurate with a 9.
2. Cost. The cheaper the round the more I practice, which is always a good thing.
3. Ballistics. The penetration numbers between the 9, 40, and 45 are usually less than 1" in gelatin. Sure the 40 and 45 expand to larger diameters as they are fatter, but they all penetrate very similarly if the variables are kept constant.