no ranges or places to rent, then just start hitting the stores and trying out as many as you can to see which one feels the best in your hand. the one that feels the best is the one you are likely to hit accurately with.
go with the 9mm. cheaper by a long shot in regards to ammo cost. if you don't reload or can afford the ammo you will never be good shooting the 40. i own a 40, but it gets shot way less than the others right now until i get my reloading dies in for it.