I agree with pangris about the .40 recoil. I can definitely fire follow-up shots faster with a .45 than with my .40, and make a bigger hole at the same time. Sounds like a win-win to me. Honestly the only reason I own an XD-40 is because the XD-45ACP wasn't out yet, and I'm personally not a fan of 9mm as a defensive round if I'm comfortable shooting the .45.
And I'm surprised no one has mentioned the overpenetration possibility with 9mm. Anyone have any real life experience with this, or is it just hype?
I've got no business talking about this subject as I'm probably the most ignorant person here, but I do read and look at purty pictures of results. Granted, this is not a real human subject (gelatin), but there seems to be some good information in the thread below. There is a picture comparing wound cavities and penetration of different calibers and their grains.
http://www.ar15.com/content/page.html?id=237