The first firearm I was issued was a H&K .40 USP Compact. It was a decent gun. When I had to buy a duty weapon for my new job, I stuck with .40 and got a Glock 23. I shot well with it, but after 200+ rounds, the web of my hand was red and sore.
Waaaa *sniff, sniff*, I know.
I went to the range and tried a Glock 19 in 9mm. WOW. Big difference. I was firing quickly and putting rounds right where I wanted them. So I bought the Glock 19 and a 26 to carry OD/BUG. I LOVE my 26. I can shoot the 26 as well as the 19 even at distance.
Some people say there isn't a big difference in recoil between 9mm and .40. Eh, it's not big enough to affect a good shooter. However, .40 IS more snappy. To me, if I wanted something with "stopping power" (stupid term!), I'd go with .45. I'm very pleased with 9mm in +p as my duty ammo.
Go with the Glock 26. You won't be disappointed. Just get good ammo to carry in it. Don't buy some cheap crap.
Not a fan of the .40 round at all anymore. I was when I knew little about firearms.