Ask your duty sergeant if you can take your work gun to the range. If he will allow it, and many do I would stick to practicing with the 40 and forget about the 9mm.
Then if you want to get a 22 for plinking etc. then there are a number of options for you, including a 22 conversion for your .40 (if it is a Glock). But as stated above, the conversion kit for a Glock will cost you about $500, so you would likely be better off buying a separate gun.
Many LEO's get permission to use their duty pistols to practice at ranges. I know of a couple of TPS cops that used their duty pistol for IPSC matches.
For the marginal difference in the price of 40 vs 9 I would stick to practicing with the gun that I use in my work. You never know when under stress you may have to rely on "muscle memory" to save your life or those of others.
If your duty sergeant will not allow you to use your service pistol, I would purchase an identical one (Glock 22 I am assuming) for practice.
The major Glock dealer, Police Ordinance had their affiliate Tactical Ordinance have great deals on Glock 22s for LEOs. Tactical Ordinance is a member of this board. His username is Arwen Ace. You can contact him for a price on Glocks if that is your preference.