The most popular bullets in .40 S&W are in the 180 grain range, but either choice will serve you just fine depending on your preference. The lighter bullet tends to yield a snapper, more violent recoil pulse but the gun snaps back to point of aim very quickly. The 200 grain bullet is relatively speaking , a little softer/slower feeling in recoil, but with more muzzle rise. Being less violent, it is easier to track the sights in recoil.
Chances are, you wouldn't be able to tell the difference or the advantage/disadvantage of one over the other until you have many thousands of rounds down range.
My suggestion would be to pick one that is readily available and work up a good load for it, then just get out and shoot it as much as you can.