Best weapon for Concealed Carry advise

I almost bought a 40 caliber and right before I did I just happened to talk to a friend that is a State Policeman. He talked me out of it by telling me they made the switch from 9’s to 40’s and went back to 9’s. They found a 9mm load that they fell in love with. I got him to text me a picture of the load and bought some online.