There are plenty of tests to support the point of view that "bigger is better." Gelatin and statisical data is touted all over the place. (Blah, blah, blah type stuff.) However, I have to believe, if you make the first one count the rest doesn't matter as much. The question remains, what gun do you shoot the best?
As a side note. I did watch a video recently of an attempted robbery where the BG took two 45 rounds and staggered away. It didn't knock him down or take him off his feet. He staggered about 10 feet and went down. I don't see that 9mm or 40 is going to matter that much. Perhaps more capacity with the 9mm than the others, but you still have to make solid hits.