One of the things I have been asked in the past is why my main character seems to prefer the .40 S&W caliber over a 9mm or a .45ACP. My usual answer is "That's what he had on hand when the dead rose." which seems to satisfy the majority of the askers. But there are those who want to take the discussion a little further. I have heard things like "Doesn't S&W stand for Short and Weak?" While I don't really know about that in particular, I will say that anyone who has said that seems to disappear when I suggest they allow themselves to be shot with one.
I have nothing against the 9mm or the 45ACP, both do the job they are intended for and will take out a zombie as needed. The downside for a .45 is the capacity of the magazines. The upside for a 9mm is higher capacity. For me, the .40 seems to fill the hole in between and still gets the job done.
After all, when you're surrounded by the dead, you should be grateful you have a gun (of any caliber) and not a stick.