I have an XD-40 Tactical and I love it. I've ran tons of rounds through it and never had a single jam, extraction, or feed problem. The think eats ammo like crazy.
I've also shot the XD-9 Tactical , also the plan XD-9 service model. The XD-9 Tactical seems to have just a little less muzzle flip than my .40, so quick follow up shots are a little easier. The recoil feels about the same though.
As far as a 9mm vs .40 vs .45.......I really don't know what to tell you. I just got the .40 because I was wanting a tactical model and at the time that's all I could find. I think I'm glad I bought the .40 though.....a little more accurate than the XD-9 I shot, and more knock down power if I ever need it. If you are wanting a gun to target shoot with....get the tactical (5" barrel).
I think the XD-9 or XD-40 would be a great 1st gun to have.