Hay Tiger - nice to see someone new. For your 38, try some 200 grain SWCs over factory charges of WW231. For the 9mm, go with 115 grain +P+s or 125 grain +Ps. For your 40 short and weak, anything from a 135 grain flying ashtray to the 180 grain soft point will work.
You're talking some serious carry hardware here. Are you in Police work or carry as a private citizen? If the later, your 38 may be your easiest choice, especially if you do not plan on getting involved in any running gun battles with drug dealers, foreign agents or terroristas (including touristas). If you are in Police work and carry as part of your daily duty requirements, carry the same caliber your department requires.
When I am not lugging my 45 around, I slip my sweet little Model 38 right into my pocket and feel very comfortable going anywhere. Your 92F is a big gun and I think your Millenium may be also. If I was carrying one of your larger two I would carry the ammo listed above. With the 38 I go with my 200 grainers.
Hope this helps. Mikey.