I own all three, .32, .36 and .40. My .32 is a percussion, however with a 32" barrel. The .32 is as good as it gets for squirrel and other small game, and unlike a few others have experienced, I've found little excess damage even with body shots. I use fairly stout loads, too. For small game there's no better choice.
My flint .36 does what the .32 does with small game though shot placement is more important on small stuff. In addition, the .36 is about as cheap to feed as the .32 and can take on bigger stuff; it "dings" metal better as well. I've killed squirrels with both and game up to coons with the .36.
The .40 is in a different class from the others. Depending on your location, it could serve for small game, deer and match shooting. Head shots only, with this one. Though not as cheap to feed as the other two, it is still an economic caliber. I really can't think of anything negative to say about the .40 but can say it is either an all around caliber or either a specialized target round; depends on how you consider it and what you use it for. Small game only, the .32. Small game and varmints, the .36. Small game to deer and targets, the .40.