My first handgun was a Springfield Armory XDM in .40 Smith and Wesson. After some time, I bought my P-01 when I first got my CCW license, and the XDM mostly sat in its case. After I bought my Hi-Power, the XDM only came out for the occasional routine checkup. I eventually sold it.
.40 S&W generally seem to perform better than 9mm or .45 through intermediate barriers, so its application as a police round makes sense.
I personally prefer the cheaper ammo, lower recoil, higher capacity, and faster follow up shots of 9mm. Modern JHP ammo is superb stuff and really lets the 9mm shine.
To be fair to the XDM, out of the few guns I've shot in .40, it was the most comfortable to shoot. The Glock 22 left an painful numbing sensation in the web of my hand and the HK USP40 is still the most uncomfortable and painful pistol I have ever shot.
Actually, I take that back. The most comfortable pistol I shot in .40 was an HK P7M10. Its just too goofy looking to be taken seriously though