My "most preferred" handgun caliber is 9mm for all the reasons listed above. This caliber has grown amazingly more versatile with the introduction of many more bullet and load options in stronger and better made pistols & rifles, & revolvers. From mouse gas plinker loads to 9mm Major Loads in Open Class comp pistols, the 9mm can perform well.
Secondarily, I guess the .22 LR rimfire is also a favorite and versatile in a wide range of refined firearms., but 40 Cal is amazingly shooter friendly and fun to shoot in Competition Guns. In commonly available SD or other standard pistols it's not so much fun.
I can appreciate other handgun calibers, but just as being interesting to experience shooting them a time or two.