I was a solid .45 fan until i started trying to do daily carry with my 1911... all that steel and the larger frame made for a less than ideal situation, particularly on summer days when i was wearing fewer garments and moving around actively a lot more outside.
When i learned that a .40 has something on the order of 93% the same kenetic energy of a .45 (a fact i believe i picked up in Boston T. Party's Gun Bible) i almost immediately began looking at carry options in that vein.
For me it basically came down to an H&K or a Sig when i was considering a new purchase at one time. For all the hardcore fans on both sides of the whole "H&K Compact vs Sig P238/239" debate, it's often overlooked that these are dramatically similar guns. Appearances are deceiving, but they're almost equally thin in width (much of this has to do with the H&K having a checkerboard stack in the mag and not a full side-by-side as many people think... it really is as thin as the Sig) and weigh practically the same. It should, as with all firearm purchases, come down to how you personally feel when shooting the weapons... and for me, my buddy's H&K was far and away more comfortable than all the Sigs i could get my hands on.
NOTE - the main key point turned out to be the side controls on the Sig. the mag release lever is so very small and my thumb didn't get a solid feel on it at any time. The H&K release hits right n the money for me under any conditions. (And yes, i know that i should really work on training myself to use a gross movement during tactical reloads be slingshotting the slide as opposed to a discrete movement which can be a problem in a critical moment)
But, long story short i went with the H&K because i found one on gunbroker being sold for just $550 by a fellow near me in PA. Came with two mags, and holsters for them as well as the pistol itself. I simply couldn't pass up that deal.
So that's my primary carry piece now... an H&K USP Compact chambered in .40 with a spare mag in my pocket. I keep meaning to also get a 9mm barrel and some mags for it, as a sort of "world goes to hell" backup plan since you never know what sort of ammo might be available if inventories become scarce or disrupted.
(Oh, and my current carry ammo are Winchester Ranger SXTs)