I have a fair bit of experience in shooting +P 9mm ammo of different kinds. They are not uncontrollable or anything. I find them to be really nice to shoot actually. A good balance of power and controlability. In very rough terms, it makes a 9 feel something a bit more like a 40. They have more oomph to them, there is generally more muzzle flash, and the sound is different. The +P stuff seems to usually be supersonic out of a pistol barrel, so it has a different sound to it.
For any kind of defensive purpose (police, military, CCW, etc.) I absolutely wouldn't hesitate to carry something +P or +P+ in a 9mm if it was within the regulations. 9mm with good hot ammo, to my mind, I would not feel undergunned. If this kind of ammo was not available for whatever reason, .40S&W would be the better choice. As far as I know, there are no +P .40S&W rounds, as the round is higher pressure to begin with. It is just the old (100 years, or whatever) rounds that are still popular: 9mm, .45ACP, .38 Special, etc.
I've never shot +P .45ACP, but I would love to try it. Seems like the potential is there to create something with some real oomph!