I am a police officer, and I carry a .40 on duty.
I don't think it offers that much more over the 9. In fact if I had my way, I would carry a .45. But the bean counters like the .40. The fact of the matter is that the 9 is not that much different than the .40.
Yes the .40 is 1 mm larger, but consider that the 9 is lighter, makes for a lighter gun, and is more economical to shoot.
Both kill just fine WITH A GOOD SHOT PLACEMENT. That means practice. Also the smallest of guns can be found in 9mm, and .380. If you want to carry it maybe the 9 is the way to go.
I however carry a 1911 .45 off duty, and love it. It is not a high capacity gun, and is heavy, but that is what works for me. The point I want to make is that you need to buy what works for you.
I will say that I do teach firearms and have found that striker fired guns like a glock are far easier to master than a double action gun. I prefer a single action auto, but it came with YEARS of training and practice. Look into a Glock, or Sprinfield Armory XD. I have never fired a Sig 250, but hear it has a great trigger, and Sig is a great out of the box battle pistol.
It seems you already are leaning toward 9mm. If 1 mm larger gives you a warm fuzzy feeling, then have it. I think that they are so similar, that either will be fine.
Good Luck