Well, I personally prefer Heckler & Koch. The USP-40 Compact is a good choice, but if the Compact seems too large, there is a second stage Compact that is even smaller, unless they axed the manufacture of it. I like the USP series for the design, the ambidextrous clip-release, the fact that you can switch the Safety from one side to the other if you are a SouthPaw, and the mounting rails for accessories. Plus, it is Heckler & Koch, and I have never had any problems with any of their firearms that I own.
Sigs, on the other hand. <IMG SRC="smilies/ohno.gif" border="0"> Well, let us just say there is a reason the FBI quit issuing them to their agents and ordered several thousand Glocks. <IMG SRC="smilies/wink.gif" border="0">
Basically, it comes down to personal choice. In Alaska, to get a CCL, you have to take a course by a certified instructor, and you qualify with the largest calibre you can, and are licensed to carry a concealed handgun of that calibre or any that are smaller. Odd, I know. <IMG SRC="smilies/ohno.gif" border="0">
Anyway, the places that give the class have firearms for people to practice with and use during the course of the class so people get a chance to try and find one that fits their hands, as well as their style of shooting. I would recommend signing up for such a class if you can find one, if only to get a chance to try several different pistols. Some states have shooting ranges where you can rent and shoot various pistols, as well.
For the compact Glocks, I like the Glock 29 or the Glock 30. You want stopping power, .45 ACP or 10mm will give it to you. <IMG SRC="smilies/wink.gif" border="0"> .40S&W is good too, though. If you wanted a Glock in 9mm that was compact, I would get a Glock 19.