Get the one that feels best in your hand. As for 40 vs. 45, flip a coin. When loaded with quality ammo the differences are academic at best.
There are only 5 cartridges that can be officially +P per SAMMI:
38 Special
38 Super
9mm Luger
45 ACP
257 Roberts
Don't forget, shot placement is...
For plinking you can't go wrong with Blazer or Winchester white box. For defense stick with 165gr. Speer Gold Dot, Rem Golden Saber or Winchester Ranger. Federal used to have a very bright flash, although from what I've seen recently, they are geting better.
As the title says, I'm looking for load data for 222 Rem and Vihtavuori N133 using 50gr. Nosler Ballistic Tips. Currently, I'm working up some loads using BL-C(2) but I think the 133 would really shine in the 222. Thanks!