I have them all, but I favor the .40 over the others. First because it has more stopping power than the 9mm, and second it is not a single stack and provides for more shots.
The military got away from the 9mm in Iraq for several reasons, first it did not have the stopping power , and was, for the most part, ineffective in urban combat situations. Some of the special ops groups went to the .45, but there were others that are using the Sig .40 for the same reasons stated above.
Now let's throw some "stuff" into the game, you left out one of the most used firearms by LEO today. The .357 Sig is perhaps one of the best all round cartridges for their use. It provided power for penetration, stopping power, and will not ricochet off the windshield of an automobile. Texas DPS, as well as other State agencies have gone to this round, this is true for many states. Cities seem to shy away from this round because of the power, and potential damage in urban use where there may be innocent people.
Having retired 13 years ago and carried all three, and also a police firearms instructor, swat team trainer, and program trainer for civilian back then, I have had the opportunity to shoot them all extensively, and talked to others whom have had to use them. The 9mm has the POOREST one shot stopping record in L.E. history, and is the reason for the transition into "DOUBLE TAP" defense shooting. I taught it, and for a while agreed with it. The mythical "OUT GUNNED" reason for switching to 9mm, actually was an attempt to find a pistol, that everyone (police officers) could handle well, which was by and part a bust, as the military can attest to. Illinois HP led the way here with the piece of junk Model 39, single stack 9mm Smith and Wesson, which substantiates the myth. There were higher capacity pistols out there such as the Browning Hi-Power, which even though a 9mm, was a better weapon. The real problem all along was LACK OF TRAINING as most gunfights even by today's standards scarcely and rarely last beyond 7 rounds and that includes the rounds fired by the perp also. The 357 mag (revolver) in 125 grain hollow point is STILL KING of the one shot stop in L.E.
The FBI came up with the 10mm, and wanted it, but found again it was TOO hot for many agents whom at the time were still carrying Model 10, S&Ws, and were issued 158 grain LEAD hollow points in 38 special. This TOO HOT FOR THE AVERAGE AGENT led to the development of the 40 S&W, which is by my standards an excellent round.
As for the 357sig penetrating windshields? The 357sig is nothing more than a souped up 9mm bullet. It is NOT a 357 caliber, but is in fact a 9mm bullet, in a necked down 40 S&W case and would more appropriately be named the 9mm Magnum, but the marketeers were going for MARKET APPEAL, and the 9mm had already shown it's weakness in the defense arena. As for WINDSHIELDS, the 9mm WOULD ALREADY penetrate windshields, as well as the early Kevlar vests we were issued if the shooter was shooting ball ammo. I know this as I tested calibers for the dept. and the windshield was high on my list. BUT! So will the 40 S&W, and more reliably also. This issue is more about BULLET CONFIGUREATION than anything else. The 357sig has yet to prove itself as superior in the L.E. arena, and records ARE being kept, in officer related shootings involving this caliber.
Example; Shooting a bowling pin with 45acp ball, it will many times glance off, if it hits the pin in the side and merely knock the pin over. BUT, a flat point TRUNCATED bullet in the same circumstance will BITE INTO the pin, spinning it also. Jeff Cooper knew that this type of bullet configuration would do the same on bone, in a human.
Ball ammo in a 45acp can and sometime WILL glance off a windshield given the angle of the windshield even when shot head on. This I know personally from a fight I was involved in. A truncated flat point of the same caliber will bite into the windshield and 99% of the time penetrate.
As for the Texas Highway Patrol going to the 357sig, unless they have changed LATELY, they are given the choice and the older more knowledgeable officers choose the same weapon in 45acp.
If one is depending on the hollow point to do the deed so to speak, one is putting his faith SOLELY in technology, and would be better off putting it in DIAMETER when exiting the barrel.
In two incidences involving HUMAN adversaries, I was armed with a 357mag the first time with one opponent and the round performed very well. The second involved two gentlemen, and I was armed with a Colt Lightweight Commander. Obviously I won the contest, but with good emergency room help, everyone lived. I have a close friend whom is now as me, an old man, whom shot it out with a Black Panther down here in Texas in the late 60s, at the distance of, across a car hood. The gentleman panther was armed with a 1911 45acp, while my friend a Model 19 357mag S&W. I played music with that friend last night, so as you can see, he was not OUT GUNNED. Having been there myself twice I can attest, that it is more about "STAYING HOOKED" when it hits the fan, and life becomes truly "less complicated". It is this old man's experience that bigger is better, as long as it is controllable, and hollow points ARE NOT dependable. I am not trying to start an argument, and will not debate the issue. I am merely speaking of my own first hand knowledge, and experiences, and friends whom as Teddy Roosevelt liked to say; Have been to see the elephant.