P239 is a fantastic gun. I've shot the 9mm quite a bit. Buttery smooth with very little recoil. I personally believe that 9mm is the best self defense round for a conceal pistol, so that's what I'd go with. I like 40, but it gets snappy in smaller guns. That being said, I've never shot the P239 in 40. Just going off my experience with smaller Taurus pistols and the XD subcompact.