agreed. the XDs is my EDC weapon. I love it. even my wife likes to shoot it. its very easy to conceal. I have saw them for 500 and under on some forums. you should try shooting one to make sure you like it first.
+1 for the Springfield XD-S. It's about as small as a .45 gets right now. Also has a great sight picture for me. 1911's are getting lighter and they are thin pistols. I picked up a Smith and Wesson with a 'Scandium' frame - the weight suprised me in a good way.
Glock 30SF might be worth a look (or actually a feel) to see if it is compact enough for your purposes.
You can add extensions to the mags if you need room for your pinky.
The S in XDS is not for subcompact, it's for single-stack. As such, an XDS is not necessarily a compact model. For my money (buying a double-stack) the choice would be between the XD(m)-45 compact and the Glock 30, and as mentioned the G30SF.
I'm going to jump in here and agree that the XDs is possibly the best subcompact .45 ACP on the market. I have the bi-tone model as my EDC. I've fired several hundred rounds at the range and I appreciate how well it functions and am impressed with its accuracy.
Probably the only complaints are the magazine capacity, but you can get the extended mag if you need more rounds and some people don't like the texture of the grip. I like it.