rk, I have Sig P245, I like it. It is very accurate out of the box and needs no "tunning" or upgrades like most of the Colt look-a-likes. My only complaint is the weight, I wish it were a bit lighter.
http://www.remtek.com/arms/sig/model/245/245.htm
The only exception to that IMO would be Kimber Ultra Compact ll. Kimbers are a bit pricey.
http://www.kimberamerica.com/pistols...ultracarry.php
I have an HK USP which is more of a combat hand gun similar in size to an officers model. I really do love the HK's.
http://www.hecklerkoch-usa.com/usp_general.html
I would like to get the HK compact in .40 but it is hard to justify with owning the Sig.
http://www.hkpro.com/uspc.htm
I am a hard core .45 guy but I would take a good look at .40 cal hand guns. Many federal agents and LEO's now carry the .40 in a number of different manufactures and makes. All of the studies have proven the effectiveness of the stopping power of the .40 in real life situations. My wife has and sometimes carries a Sig 229 in .40.
I would take a good look at the Subcompacts Glock G30 (.45) or the G27 (.40). I found the 27 hand grip to short for my big assed paws.
http://www.glock.com/english/index_pistols.htm
The 30 just barely fit, but it was lightweight and I could imagine it would be comfortable to carry.
http://www.glock.com/english/index_pistols.htm
The larger handgrip models the G23 would be a great gun but it is also in .40.
http://www.glock.com/english/index_pistols.htm
Bottom line is how much you want to spend. That will dictate all of your options.