As others have already said, try before you buy in order to make sure you get a gun that's comfortable for you to shoot.
That said, my wife has a full size M&P 40 and we both like the gun. The adjustable grips were a big plus for her, but I also find it to be a good fit for my hands. I wouldn't get to hung up on choice of caliber - with the right round all the choices are reasonable for self defense. I would say that lately it seems that .40 is a little more available than 9mm, but that's probably not going to stay that way forever.
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