Depends on the need/desire.
The 45 ACP with the 200 gr SWC seems to make most guns happy with minimal effort. It can be loaded down to just cycle the action or loaded warm to deliver plenty of punch and/or satisfy the need for some bang / recoil.
At the opposite end of the spectrum, 32 ACP and 380 do very well. As they are much less popular, finding a gun in either of these that you want to shoot a lot is not as easy as for the 9mm.
One of the biggest potential downsides of the 32 ACP is brass. At every range session, some always seem to hide better than your ability to track them down. Routinely loosing and replenishing is likely. Unless you are very lucky, resupply via range pickup is not going to work. If you buy used mixed headstamp brass, you will find significant dimensional variations in the rim such that fit for many in your shell holder may be poor.
For 380, getting a good load that does not lead your barrel is about as easy any. Brass is easy to loose among 9mm at the range. However, I find enough free range pickup to replenish my supply. For "just shooting", the reduced muzzle blast and recoil of the 380 as compared to the 9mm is a plus for me.