In the subcompact range I actually own Sig938,KahrPM9,Glock 26,27 and the Shield in 9MM and 40Cal and they are all awesome guns. But if I could only choose one and I probably enjoy my Glocks best it would be the Shield in 40cal just a little easier to conceal and still shoots like a bigger gun.
My preference would be a Glock 19 G4, great gun right out of the box. For concealed carry, hands down, Glock G42,.380. I've had a lot of other guns for concealed carry, but none can match the G42, It shoots just like a full size gun, and SAO. Check one out, and you'll be a believer!
If this is to be your first handgun, I'll caution you against a sub compact. Recoil can be harsh enough to learn you bad habits like flinching. It can also be painful for some people. This tends to make you NOT want to shoot, when in reality, you need to be shooting more to train and practice.
I would recommend something along the lines of a Glock 19, M&P compact, XDm or Ruger SR9C. The Ruger, XDm and M&P have a short grip with a smaller capacity mag for concealed carry but also take the standard cap mags with a sleeve to make the grip full size. That helps control the gun while learning and training with it.
As mentioned in earlier posts, try to get to a range that you can rent as many as you can.