The PF9 will be cheaper on ammo and also good for plinking as well as being a decent caliber for carry. The P3AT will have alot more recoil (felt recoil), a smaller amount of ammo to choose from and not as effective for carry as a 9mm Luger. The P3AT will be easier to conceal and the newer ammo can make it almost as effective as a 9mm but once more there will be a recoil issue and it is more a SD gun than a plinker.
I've also heard bad things about the P3AT but have not owned one myself, the one I did shoot worked everytime.