Go to a range, try and rent them both, then make your decision.
Living in Wisconsin, I cant carry a gun, so size wasn't a concern for me. I chose the .40sw. Reason being, the 155gr .40 will out perform any 9mm round. Personally I think the 180gr .40 is too heavy, and it seems to really shine at 155gr-165gr.
Now, does that mean that the 9mm is insufficient? No, of course not.
Is one better than the other? Depends on who you ask.
As far as recoil, and control. I will admit, that most people probly shoot the 9mm better than a .40sw. However most people will shoot a .22 better than both. With practice you can certainly shoot the shoot a 9mm as well as a .22 and you can shoot a .40sw as well as a 9mm.
You can always buy the .40sw, get a 9mm barrel and a couple mags, and you gave two guns in one. Throw in the .357sig for good measure, and you have more options that you probly need. You cant go UP, but you can always go down.