I'm switching from a full size Glock to a Kahr sub compact. The Glock was .40 the Kahr is .45. I'm switching because I shoot the Kahr very well, its easier to carry and I grew up with .45.
Just like so many others have said its more about what you can shoot the best than caliber with modern ammunition. Now if I was still in the USMC I would prefer .45 over 9mm any day because in that situation your shooting FMJ so the bigger the hole the better.