I currently carry a xd40 sub-compact. I love it, carries good and I know it will be dependable. Many rounds through it at the range. Also have the xdm40, shoots just as nice but a little bigger for conceal carry.
It is all about choices. I had a 380 that I traded for my 40 sigma, which I carry and love. I feel safer carrying a larger caliber, but it is still personal preference. What works for one may not work for another.