If you go with the 40 there are a few serious advantages.
1) If you intend to shoot a game with power factors 40 'makes major'
2) In most places (where the Police shoot 40) there is a ton of free brass available at whichever club the police shoot at. Even I have a pretty fair supply of 40 brass, and I don't even own a 40 cal. Brass is the single biggest start up expense for reloading.
3) If you get sick of shooting 40 and want to try something 'cool' and high speed you can convert it to 357 Sig. with just a barrel and spring change.
4) If you really, really want a 9mm most 40's will accept a 9mm conversion, but most 9mm's don't readily convert to 40.