My username tells my story about caliber selection. I am a large sized man and I don't like the 40S&W recoil! Now there may be some gun out there that makes it more manageable but the ones I have shot, I don't like.
I have a PT145 Millenium Pro that I used to carry in my front pocket with a Don Hume pocket holster. I loved the gun right up until it started to be unreliable. The features on it are all great: size, capacity, thumb safety, breakdown, recoil, cost. I think my problem were that I kept the magazines loaded all the time and the springs wore out to some extent where I had often FTF's. I use it to train my daughter (tap-rack drill) and she handles the recoil fine.
So I stopped recommending Taurus' because of my experience but wish they didn't have problems because of their features. I bought a few new magazines for it and the FTF rate went down but not away. For a self defense gun I want it to go bang every time I pull the trigger and not malfunction when my/or my loved ones life is on the line.
With that said, you can rent guns to see how you like them at several places in the area. The Marksman in NN has a good glock/Sig selection to try. If you already have a glock you might stay with another one since trigger will be similar. There are alot of good options out there other than Taurus and Glock. Springfield just anounced the XDs gun which is a single stack 45acp gun at SHOT show this past week. I started carrying a Sig P220 Compact rather than the Taurus. I sometimes wonder whether I should have gone with the
PM45 from
Kahr some days though. For a pocket 45 gun I think Kahr has all beat including the new XDs from Springfield.
Then there is the grandaddy of them all the 1911, Kimber makes some smaller ones that people seem to like.
ETA: I do own a few 40S&W caliber guns even though I don't like shooting them much. One is the Kahr MK40. It is all stainless steel which helps with recoil. If you go with Kahr the PM series (polymer frame) will not be fun to shoot but will fit in your pocket and do the job. I also carry the MK40 in a Don Hume pocket holster on days the Sig seems to large.
http://www.kahr.com/Pistols/Kahr-MK40-Elite.asp
http://www.sigsauer.com/CatalogProductDetails/p220-compact-sas-gen-2.aspx
ETA also: The kahr's have a long double action only trigger. I strongly prefer the SIG DA/SA trigger and the gun listed above has the Short reset trigger which I love. Some glock fans don't like the DA/SA trigger though so try it out before buying. The Sig is fun to shoot and you can shoot it all day, the kahr not so much.