The 9 is going to be cheaper to feed, the cheapest prices for ammo I've found are online (even with shipping). 9mm for about $90 per 1000 and 40 for about $120 per thousand plus about $30 shipping works out to be a little cheaper than WWB at Wally World.
I use a 40 Tact in IPSC/USPSA Production class with some soft loads from Miwall (don't have time to reload). I run it with a 16lb recoil spring and she shoots as flat as anything with nice quick follow-up. That said full power 40 loads kick noticably more that 9 but not that much IMO. As far as accuracy goes they're pretty close in my opinion, can't go wrong with either one.
I'm not all that familiar with IDPA but as far as USPSA/IPSC goes you'd pretty much by limited to the Production division with the 9 (not a bad thing). With the 40 you could shoot in both Production and Limited-10 (you could should a 9 in Limited-10 but a 40 lets you take advantage of major scoring).
The one thing I would do, especially if this gun will be just for gaming, is get some trigger work done. The stock trigger isn't horrible but there is a good bit of overtravel/reset. I sent mine to Rich D at http://www.canyon-creek.com and it is fantasitic; nice and crisp with very little travel/reset. I had mine set to 3lbs but he can do them as low 2-2.5 for competition and does carry triggers around 4lbs. I had him do the trigger, sights, and a refinish since he milled the slide to take Bo-Mar sights; great guy excellent work, my blaster was only gone 6 days door to door (factory lead time is 2-3 weeks usually).