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Between the two, I would go with .40.

As long as you are going to have more recoil than a 9mm, you might as well make a bigger hole. All things being equal, we KNOW a bigger hole will bleed more and a bigger projectile is going to create a larger permanent would channel (even if the difference is extremely small). There are many, many, many people who will tell you that the extra velocity a .357SIG delivers will increase the round's effectiveness (ie stopping power), but those proponents only have anecdotal evidence to back up the claim.

Everyone reacts differently to being shot. None of us can say with absolutely certainty that our shot placement will be perfect. The only thing you can ABSOLUTELY count on is blood lose. Go with the .40.

I do not, however, have anything against the .357SIG. Ultimately, I wouldn't feel undergunned with either caliber, but I just think .40 makes more sense.