I have various .45ACP, .40, 2 company .40SW guns, Bersa .380 firestorm, GP100 .357 with 4"bbl, various Glocks, have owned 17, 19, 23, 37, HK USP models, 9mm and .40. If it is for your personal carry, then you need to take many factors into account, body type and where you want to conceal your pistol, amount of tactical training with your weapon, how much conceal and carry draw and shooting have you worked on, do you have a preferred holster. The thing I'd worry about in terms of what you want is a cross between the two most important factors, the ballistics of the caliber and your overall execution of your actions should the worst happen and you employ your weapon. Whatever you choose, you should invest your time at a range doing a various range of drills, moving your clothing out of the way, clean draw, execution and most importantly, safety of you and those around you if that is the case. Good luck in your quest. My favorite, since you asked, is Sringfield XD40 subcompact with Winchester 155gr HP. Good control on the weapon, Ballistics vs recoil are great and I enjoy the accuracy of the weapon out to the 20 yard mark. I use an IWB holster at the side for draw and in the front to decrease the signature when I am sitting for long periods of time. When no one is normally close and the threat is low, I will wear a one snap ankle holster make by Blackhawk, that is very secure and in place, even for the weight, and when pants are able to be worn. The safety features of the gun and charged and chambered indicators of the XD40 and all XD series pistols are very easily identified quickly in a fast developing situation.
