RE: New Pistol
I think the .40 S&W is an ideal cartridge for CCW pistols. It packs more ofa punchthan the 9mm but remains very manageable in terms of recoil. It's no surprise that many aw enforcement agencies have or are migrating to it. There are plenty of compact and subcompacts out there in that chambering, so chances are you'll find something that fits your need perfectly.
I don't really care for the 9mm as much, but it does make for a decent backup or deep cover pistolcartridge, and self-defense ammo has really improved over the years.
I carry an HK P2000 as my primary, and a Kahr K40 Covert and Steyr M40 on occasion. I like the P99 Compact but have only shot my friend's a few times here and there. I don't care for Glocks much, and I've seen some pictures of a few G22s that exploded after firing out of battery with the .40 S&W. Not cool. Keep in mind that Glocks were designed around the 9mm, and the chambers don't have enough support for the larger cartridges (IMHO).