Both the XD.40 and the 9mm are great pistols...I prefer the 9mm, for all the reasons mentioned before...plus I got mine when it was an HS2000 for $269 NIB...the handgun buy of the century. 3000k rounds later, it's still going strong, and I've never had a lick of trouble of any kind. At this point if you GAVE me a Glock I'd still shoot the HS.
I shot my friend's brand new Sig, and still prefer the HS2000...but I didn't have the heart to tell him. (He sold his XD 40 'cos he's left handed, and was having a bitch of a time getting leather for it).
Even at around $400, the XD is still a great buy.
Yes, you can indeed use the .40 mags and stick 15 rounds of 9mm...it functions perfectly. I managed to snag one of my buddy's mags when he sold the gun hehehe. I also have a S&W 5906 mag that I drilled a little hole in, and it works too...just not as comsmetic. I've heard that the Baretta 92F mags will works, but stick out a little on the bottom.