I posted the pros and cons of those 3 calibers but either a mod didn't like it, or I forgot to hit post. Here's the gist of it.
None of them are insta man stoppers even if you drill someone center mass. That being said, I don't want to get hit with a .22 short center mass. No handgun just magically incapacitates someone instantly, unless you hit spine or brain. Even a heart shot isn't guaranteed an instant drop. Fast, yes, instant, no.
Pros 9mm - plenty of firearm and ammo choices. Some EXCELLENT and affordable ammo choices that run as intended in CCW sized guns. I have really good ammo in both 115gr and 124gr that I paid 40-75 cents per round for. Today's prices you aren't getting much for .40/round but you can still get good stuff from .60-.75/round
Cons 9mm - some ammo advertised as self defense ammo is pee-poor and is no better than 11$ a box fmj. Caveat Emptor. Good news is that there are at least a dozen excellent choices, maybe as many as 25. See my post above for the workaround non hollow points. Those are very very effective at chewing up Mr. Malignant
Pros .40 - still a good amount of firearm and ammo choices, but not quite as many as 9mm. You are almost guaranteed to find something you like it you are willing to spend 6-700$
Cons .40 - some of the smaller CCW guns beat your hand up after 10-20 shots. Makes practice not so much fun. This can happen in 9mm also, but .40 is worse. It's also not 10mm though the round is almost the same size. Many 10mm guns will shoot .40 just fine.
Pros 10mm - this replaced .45 as God's personal round. I kid, but barely. With the right ammo, you are dumping 6-700 ft lbs of energy into Mr. Malignant. It's a big, heavy gun that just screams "try me, scumbag"
Cons 10mm - it's big and heavy. The few smaller ones are STILL big and heavy. Ammo manufacturers make anemic ammo in 10mm. You have to really research specific manufacturers or you end up with 10mm that isn't as powerful as .40. Really good 10mm ammo is expensive, better than 2$ a pop. One exception that I know of is Sig VCrown 180gr jhp in 10mm. That's VERY close to what real 10mm is supposed to do and it's about 1.25/round. And those smaller 10mm with real 10mm ammo tend to turn your hand into cube steak after a few shots.
Edit: I can't put enough emphasis on ammo manufacturers and 10mm ammo. 90% of it is watered down to be equal OR EVEN less than .40