Of the 3 you list I have the PX4 storm 9mm, inox. It's a shooter!
I get a lot of range time with it and I bought it as a backup to my 92fs. I shoot the 92fs just fine but my wife thinks it's to big. She really likes the PX4 and shoots it well. You can't go wrong with the gun. I have had zero problems with mine.
I own a .40 and several 9mm . have you ever shot a .40 ? Very snappy recoil and without a firm grip " limp wristing" it will stove pipe and jam up , non issues with the 9mm and ammo for the 9mm is alot cheaper especially if your buying bulk and shooting alot.
But I say pick that one that fits your hand best , thats the one you will shoot best and have more confidence in
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.