I've not shot the SP2022 (I shot a SIG Pro when it first came out), but I have shot the S&W M&P and Beretta PX4. I prefer the M&P.
I know this doesn't seem to matter to a lot of people, but the M&P is striker fired and eliminates problems associated with hammer fired weapons.
All of the pistols have accessory rails, which I like. I won't buy any pistol that's intended as a primary carry gun that doesn't have the ability to mount a SureFire X300.
If you plan to carry the pistol, I the M&P has more holster options than the SP2022 or PX4.
I had problems securely gripping the PX4's slide with sweaty hands, but the SIG Pro and M&P posed no problems. I like the grip ergonomics of the M&P best, but the grip on the other two is comfortable and, ahem, "grippy".
The PX4 has pretty smooth recoil. I was able to make pretty fast follow up shots with the 9MM version.
I would seriously consider 9MM over .40S&W. Modern cartridge technology can make a 9MM equivalent to a light .357 Magnum loading. The .40S&W recoil is pretty snappy, is more expensive to shoot than 9MM, .40S&W is less available than 9MM, and your magazines hold fewer rounds. If not of that dissuades you from the .40, then have fun with that cartridge. I've shot it in SIG and S&W pistols of varying sizes.
All that said, get the pistol that fits your hand and budget.