In the case of the 40 you have the 23 and 27 as smaller versions and I've been thinking hard about the 27.
I had a 9MM, but my son would make fun of it. He carries a 45 and my wife and I gave him two because we're “great parents”. A Glock 21 and an H&K model 23 Socom. The H&K is a real beaut!
I carry a Glock 36 .45 or S&W 9mm.
My wife carries a Kahr PM9 9mm.
If I had to do it over again I'd go with a .40 or 9mm.
The 36 was designed for CC but is still a chunk to carry around...