I have owned several 9mm handguns and a .40 S&W handgun. I STILL own the 9mm's...
The 9mm is the most versatile pistol round there is. Loaded in FMJ form it is useful for plinking and training, and even some small game hunting should you need to do it. Loaded with +P or +P+ hollowpoints, it has produced great stopping power on the street. I carry 124 grain +P Speer Gold Dot rounds or 115 grain Cor-Bon +P rounds. I tend to use the cor-bons in my 9mm's with shorter barrels. The Gold Dots work well out of my 4+ inch Berettas.
The .45 ACP is also a very versitile caliber, suitable for almost anything you want to do. I carry 230 grain Federal Hydra-Shok rounds for defense out of my Les Baer 1911. I don't think +P rounds in a .45 are a good idea. They recoil and blast more, but offer little advantage over the standard .45 unless you are hunting big game. Frankly, if you need more power than a .45 ACP, take a rifle...
The .38 spl is a good caliber that is capable of everything from match shooting to plinking to defense when loaded properly. I shoot a 158 grain lead semi-wadcutter hollowpoint loaded to +P by Remington from my S&W 442 .38 spl. Jacketed rounds do not develop enough velocity to expand from that little .38's short barrel.
The .357 is an even better gun, as revolvers chambered for it can fire any mild .38 load and the hottest .357 loads out there, giving you a ton of options.
The .22 LR is a versatile caliber too. Suitable for small game hunting and plinking, as well as serious match shooting. It is not good for defense, but it is better than having nothing...