Well, it's like I tell everyone who wants to learn to shoot: don't worry about caliber, worry about what feels good in your hand, and what you can hit with. Yes, the 9mm is very accruate and is what I origionally trained on in the academy (with a SIG P226), I found that after a bad run in with a very bad dude on soem bad things I wanted something with a bit more...oomph. And, statistically speaking, most gun battles take place at close range. So often, all one has to do is use point shooting. That and I just seem to do better with .45.
And the XD-9 is an EXCELLENT platform, great for consealed carry and rugged design, in my not-so humble opinion.

Now, if another caliber works for you and the bullet goes where you want it when your booger hook pulls the bang-switch, excellent.