Also if the magazine spring is compressed for long periods of time(magazine full for a long time) will it weaken and fail.
Spring cycling (loading and unloading) is what weakens springs. I have had pistol and rifle magazines loaded for several years with no failures.
One extreme case was my fathers 1911, he lost a magazine...found it in a closet with some ammo...the spring had been compressed for at least 20 years. The magazine and the ammo worked fine.
TwistedCross nailed the question about ammo, it is about powder...how much velocity a projectile can acheive with the amount of propellant (gunpowder).
The 9mm has a smaller case..it can only hold so much powder, and the bullet sizes are limited. A .38 can hold more powder and handle a heavier bullet. Same with the .32 and .25...small cases = small amount of powder. They work and work well. but if you have a choice and can handle the recoil of a heavier round I would go for it.
All that being said...I have on occasion carried a "pocket .25" (small colt), usually in the summertime. I practice with it regularly and use hollowpoints....is it my first choice? NO but it serves its purpose.