My view on 9mm vs .40 vs .45
9mm has very controllable recoil and has awesome ballistics with good hollowpoint rounds. .40 is more snappy and has more energy, and awesome ballistics. .45 has heavier recoil but isn't snappy, more like a really heavy push, but more recoil overall than 9mm or .40.
It's all personal preference. They'll all do damage, they'll all get the job done. I wouldn't wanna be hit by any of em! Looking at this picture, it seems they all have similar penetration.
Back on topic:
If you call, ask if they're privately owned or owned by the city. If privately owned, you're probably better off CC unless you wanna test the waters to see if they say anything. If city owned, OC away and bring a pamphlet.