I don't own a 40 but I've shot them. They aren't terribly unreasonable recoilwise but definitely a noticable difference. I actually find 45 to be my favorite recoil-wise. Stronger recoil overall but doesn't feel as snappy if that makes sense, more of a gradual push than a snap. Certainly none of them are at 10mm levels.Substitute a 9mm for a. 40 S&W. I like your style. Thats like going from "pew pew" to "KABLAMMO". Its literally the only gun I've shot that intimidated me, but holy crap are they fun.
I prefer 9mm for both cost of ammo and capacity. However, in sketchy times 9mm can get hard to find compared to 40. I keep a relatively constant stock to get me by in lean times (still not much by most gun guy standards), but most people don't do that.
I was intimidated by 357 Magnum the first time. Definitely is a big boomer but loads of fun.