Just like to share my experience...
The first pistol I bought, I decided to go with .40 because I thought it was a good compromise.. the in between of 9 and .45. I thought this was the best idea because .40 is in the middle when it comes to power and price (capacity not being an issue in stupid Canada). I really regret this decision. Personally, I feel like the reasons I initially went with .40 are now reasons I don't like .40. I now own pistols in 9, .40, and .45 (among others of course

). I never shoot the .40. There is no point. If I'm practicing, I use 9mm because it's the cheapest. Not that we are allowed to defend ourselves in Canada but if anything was to happen, I would be reaching for the .45.
I think if you are only going to buy one pistol for the rest of your life, then .40 might still be a decent choice because it's in the middle. Otherwise, I'd just go with 9mm and .45. That's just my two cents and I can't promise you will get your money's worth.
An analogy for me is.. if you want the fuel economy of a compact car but the interior space of an SUV... so you get a station wagon because it's inbetween and now you have a car that is mediocre in both ways. I would not be happy with this but hey, there are lots of people who drive station wagons out there!