I'm not a 9mm fan, but I agree with the folks who say 9mm. If the cost difference between 9mm and .40 S&W means you'll practice 500 rounds per year with 9mm, but 200-300 rounds with the .40, then definitely go with the 9mm. The difference in stopping power between the 9mm and other pistol rounds won't make up for the lack of practice, and the stiffer recoiling rounds require greater practice for equal proficiency. If you're unwilling to practice 500 rounds per year, then forget the firearm and invest in a Louisville Slugger.
For concealed carry and skills improvement, I generally recommend 1000-2000 rounds of practice per year, but one usually has certain tactical advantages in home defense that are not usually present in concealed carry, so one maintains a good chance of success with less practice.
Michael Courtney