Cheaper to shoot but still effective. Shot placement is king, so cheaper ammo means more training. More rounds in the mag, smaller gun, less recoil.... faster follow up shots.

.45 is ok, but I hate losing mag capacity and I don't think it is much more effective than 9mm. 10mm is a great outdoors round.

I own a .40, but I don't love the round. It was easy to find .40 during the ammo craze though. That was nice.

.380 is too weak and conceal carry guns are too close to those in 9mm, no use for it.

.32ACP is a mouse gun, last resort.

.22 is fun and cheap if you can find it.

I have no real interest in wheelguns, other than for fun or nostalgia.

I didn't cover them all, just the most common few.

That said, handguns are all relatively weak. Give me a rifle if there is serious business to be done.