Bullet construction and weight (i.e. choice of ammo) are more important than caliber! Either the 9mm, 40 S&W, or 45 ACP will be fine for self defense - given the right bullet.
Choose the weapon that fits you best and as far as caliber is concerned, they generally perform the same as far as wound ballistics are kept by PD's and emergency room doctors.
If you shoot a lot of ammo at the range or are small in stature, the 9mm has an advantage. Otherwise, it's a toss-up, as far as self defense is concerned.
Often, it's best for a beginner to startout and become proficient with a 9mm and only move up after a lot of range time. Many 40 caliber owners have intermediate handgun skills (but not all). Only recommend the 45 ACP for shooters who've master basic handgun skills and range proficiency.
147-gr. bullets in 9mm, 180-gr. in 40 S&W. and 230-gr. in 45 ACP are more apt to outperform lighter bullets in their respective calibers. Suggest you consider Ranger T's, Golden Saber's, or Gold Dot's for choice of self defense ammo.