WOW, quite a lot of comment...so here again is my .02.
9mm loaded with any of the self defense rounds is all you need, and it is a nice caliber to just go to the range and shoot.
40 cal is a bit much..but you should go to a range where you can rent both and see how you feel.
I will say this and probably get "flamed" for it, the chances that you are going to need to use a gun to protect yourself is very slim, then again better to have it than not.
Whatever you choose, if you intend to "carry" look into compact weapons...my everyday carry is a Sig Saur P238 which is a .38 short... and carries very easily..even in a pocket holster
I have been carrying for 40 years and have NEVER HAD TO UNHOLSTER MY WEAPON.
BUT, that said...I'm feeling more threatened every day....
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