While I dont own the 4" Duty size, I do have and XD-9 Subcompact and have shot my friends 4" .40 model. I cant tell the differance between hot 9mm 124gr FMJ in my Sub and 180gr FMJ in his .40... recoil seems pretty much the same: controlable and not harsh at all. I expect the 4" Duty or new 5" Tactical in 9mm would be like shooting a .22... easy on the arms and wrists. I have plans to pick up a tactical in 9mm, if thats any indication of how I feel about the XD series. My sub is accurate with most loads and I prefer Winchester Ranger 127gr +P+ for carry in mine and 124gr FMJ for practice. Both loads will shoot 2-3 inches at 25 yards from a rest. With my friends .40 I put two rounds in the center of the head of a B-27 target at 25 yards, after shooting only 20 rounds or so with that gun.
The .40 mags will hold 14-15 rounds of 9mm if you go that way, and can be had for under $25. Bretta mags, along with most other metal bodied double stack 9mm/.40 magazines can be modded to work with the XDs. Sights use the same dovetails as Sig 22x series handguns, so they are easy to switch out if you like.
[b]In my opinion, the XD out glocks the Glock in every aspect except finish.[/b] Now, you'll hear some horror stories about rust, but I have had no troubles with mine short of a little rust spot in the cocking serrations when I wore the pistol in a cheap nylon IWB holster while hiking for 14 hours one day last summer. I consider that MY fault for not paying attention to how much I was sweating. Little gun oil on a patch and I havn't had a problem since. Just treat it like you would a parkerized or blued pistol and take care of it like you are supposed to (the finish, from what I understand, is basically a form of parkerizing). If it suits your fancy, SA will Armory Coat all metal parts for something like $150 and they have "carry" and "competition" packages including things like night sight installation and the Armory Coat with a trigger job for $200-300. Wolf Gunsprings has a guide rod, and on the HS2000talk.com boards there is a guy named Don that makes his own guide rods. From what I hear, both work great, and let you play with spring strengths to match recoil and loads to your preferance.
e-mail me if you have any questions!