I've shot all of their models with the exception of .22. Of the three (9,.40,.45) I liked .40 best. I better caveat the below with the following: I'm a short Irish kid with the proverbial smallish meat plugs that other folks call hands (stubby fingers and all). Additionally, have historically been a rifleman and have only been moving into handguns over the past 2-3 years.
Between the 9 and .40 I found that the recoil actual seemed to be more pronounced on the 9. Perceptually, it seemed that recoil was more noticeable at the muzzle and in my forearms on the 9 than the .40.
When I fired the .45 I found a pronounced jarring (could feel more of the round's discharge throughout the frame, not just in recoil). Really kind of difficult to describe. Like more of the energy from discharge was literally slamming through the weapon. Wasn't uncomfortable, just odd/distracting.
To that end, my hands got tired faster when firing the 9 and .45 models.
All three were accurate and in all honesty, a riot to fire.
At the end of it, I guess the best summary I could note is that the M&P design/concept (to my understanding anyway) was aimed more toward the .40 as standard or base and the other calibers were variant. Regardless, I think the Smith has done a jam up job with the line. If you can shoot them first, but that said, I would recommend any of the three and in a heartbeat regarding the .40.