Does your department make available for you a copious amount of practice ammo? If so, go with the caliber that they make available to you.
In the grand scheme of things, there isn't too much difference in terminal effectiveness between 9mm and .40. If shooting through barriers is a concern, the same is true when selecting a good bonded round such as Winchester Ranger Bonded 124gr/147gr or Federal Tactical Bonded 135gr for the 9mm. There is definitely an edge to the .40S&W, but think about the grand scheme of things. The important thing is the effectiveness of the shooter/gun/ammo combo, not just the ammo. If your splits are noticeably slower with a .40S&W weapon, it would probably be a good idea to use a 9mm. Personally, the only .40S&W weapons I would opt to carry are SIG P226/P229's or a fullsize USP. Everything else in .40 that I've shot is way too snappy for any sight tracking to occur. Something to think about. The P2000 in general is one of the snappier pistols in its class, too.
If I'm paying for the ammo, I'll always go with a 9mm. If you only shoot 50 rounds a month, cost is probably not a concern.
Prices? Probably Budsgunshop.