I just bought my first gun the other day. Glock 19 Gen4. I picked a 9mm because well... It held the most bullets, and will be cheap to shoot over time. Out of all the Glocks in the compact size, it held 15+1. The only one that carries more is the 17, which is the full size service pistol, but that only holds 17+1, and the extra 2 bullets arent worth the extra .5" grip length when youre trying to conceal it.
Capacity seemed very important, because while a .45, .40, or 10mm is a more powerful round (nobody will debate that), the chances of you actually shooting someone in a split-second self defense situation are pretty small, I would imagine. If I had a Glock 30 with 10 rounds of .45acp or even 13 rounds in the Glock 21 (full size), what happens if there were 2 guys coming at me with weapons? I have 5 shots to take each down. While Im running, they are running, and Im shooting one handed in a dark parking lot, I wouldnt feel comfortable knowing that I have 10 shots to take down two guys, much less one.
I feel that a 9mm JHP +p+ will do a fine job in taking someone down, or at least stopping any threat. If the military hands out 9mms as a sidearm to soldiers who will possibly see battle, I think its good enough for me considering the fact that I will likely never need it for defense.
Next winter, when Im more comfortable shooting and have maybe taken more classes, when I can conceal a large weapon better under heavier clothing (this winter might as well be over its hot as hell outside already), I might do something like a Glock 20 in 10mm to have the extra stopping power, but for now, I feel like 9mm is the better package.