CONGRATS! Nice choice! I have the PX4 F Full Size, PX4 Sub, and the CX4 Carbine, all in 9mm. I've never shot a 40, so I can't compare the two Calibers, but my PX4's are really great Shooters. The PX4 F, with the Rotating Barrel, seems to be a Smoother Shooter (Recoil), than my 92FS & M9.
I Upgraded my PX4 Sub, a few months ago, and purchased a few of the 17-Round Mag Adapters, which allows me to use my 17-Round PX4 F & CX4 Mags, in my PX4 Sub. It gives me a Full Grip, yet, still Compact enough to Carry. I still have the 13-Round Snap-Grip Mags as a backup.
"The Floggings will continue, until Morale improves!"