Which GLOCK pistol should I invest in, a 9mm or 40 mm which would you recommend ?

You will find 9mm ammo is more plentiful than 40mm, and cheaper. Most of the commercially available guns are very good. Check the different types of actions and decide which feels best to you. There are advantages and disadvantages to the Glock over other pistols. I had the earlier models in 9mm and .45 ACP. Loved them both.