I went with the PX4 SubCompact for a few basic reasons. There is a strong argument for and against every caliber, manufacturer, feature and style out there. So in the end, I ignored it all and got what I wanted. I shot Beretta 12GA when shooting trap and sheets (and birds) and I like the manufacturer.
While trying out other guns, I knew that the most important factor was a comfortable grip. The PX4 Sub Compact fit my hand better than anything else that I held. It has a fold-down extension on the clip that allows you to get all 4 fingers on the grip, and comes with 2 extra backstraps to customize the grip even further.
I wanted something small enough to be carried concealed if need be, but large enough to have some capacity. The subcompact was a good size, and being modular, it will hold magazines from the larger sizes and can be converted to the larger sizes. It has a relatively snag-free design as well.
While shopping, I shot .38, .9mm, and .40 and could live with any of them. I figured I would do a really small .38 (Sig Sauer) down the road as a CCW, and since the larger-capacity clips from the full size PX4 fit the sub compact, capacity wouldn't be an issue, so I went with .40. Good stopping power and less over-penetration according to the interwebs, but I put little faith in either. A 9mm would have been fine for me as well.
The thing that really sealed the deal was the safety features. I wanted an actual, physical safety with a red dot. Not many guns in this size have one, but for me, it was a necessity. It also functions as the decocking lever. The hammer is also visible, so I can easily see if the gun is cocked, half-cocked or not cocked. The firing pin block is also visible. Lots of visible and tactile safety features in one gun.
Icing on the cake, the gun can be field stripped without tools or small parts getting loose and has a front rail for a light or laser. The sub-compact does not have the rotating barrel design, which is either a really good thing or a disadvantage depending on who you believe. The basic ramp design seems to be pretty reliable, so it was not a concern to me.
Once I finish my class and find a decent place to shoot, I will report on how it handles.