Glock 23 in .40 caliber (of course). I really wanted something in .45 ACP (I cut my teeth on .45 cal in the Army), but split the difference with my son who wanted a 9mm. .40 cal was a compromise but I must say I've not been disappointed.
We chose Glock because of the reasonable cost and the reputation Glock has for reliability and ease of maintenance.
I carry the G27. You really can't go wrong with either 9mm or 40S&W. The G26 will give you a little less recoil, but the G27 isn't bad. I chose the G27 simply because all my others are .40 caliber, and why would I want to start having to stock 9mm ammo too?
My suggestion is to go and shoot them both. The frame/grip/etc will be virtually the same on any SC Glock, so you need to shoot them to figure out what you are most comfortable with.
Glock 26 9mm. I like being able to carry with the 10 rd stock mag for deep CC, or you can carry with a pinky extension on the 10 rd mag or with the G19 mag for a fuller grip when you don't care about printing.
Stock Glock 27 with Trijicons. Standard 9 rd mags. I have a 26 also, just easier to carry the 27 as Im issued a 22 at work and use a 23 for plain clothes details. Ammo is free and .40 is encouraged through the department.
I know it's not a sub compact, but I carry the G19 a lot. It is almost as easy to conceal as a G26... the G26 is just as fat as the G19 which makes it not that much easier to conceal...
G27, though I think I'd like to bump back up to the 23. I OC as often as CC, and carrying OWB might as well go with the medium frame. I've shot the 27 with a 23 mag and with a 22 mag, it's ok to shoot with, but I don't think I'd carry with the bigger mags. G22 mag is my spare, however.
I carry a G17 or a G30SF.... I'm really impressed with the 30, recoil is managable even with +P loads, hold 10 +1, it's not really uncomfortable IWB with propper holster, .45ACP is just as easy to find as 9mm(or easier my walmart doesn't carry 9mm), You have the choice on G36(8rds), G30, G30SF(slightly smaller frame) for hand fitting. Either way if you decide on the G26 you won't be disappointed.
Also there is a conversion barrel for the G30 making it 10mm.
But seriously, I have been thinking of getting one. I want something in a larger caliber for OC. I just know nothing about them. Have never even shot one.
I will watch with great interest and try to learn something.