Hey I shot the XDM 3.8 Compact 9mm. I liked it. The only thing is that it is on the higher end of weight at about 30 oz. Being this to be my first handgun, maybe it will be okay, since I have nothing to compare to. The S&W-M&P 9mm was very simliar but was about 10oz less. I really liked both.
This morning someone told me to make sure to get one that I can and will carry, "It does not do any good if you don't have it with you" and mentioned the Springfield XD Sub Compact 9mm. I also like this one and a guy at a gun shop on Saturday had just traded the Glock 26 that he had for a while for the XD Sub Compact. So now I guess I should add this to my list. It is less expensive, High Capacity Mag, reliable, smaller.
The Glock 26 I like is the one the guy traded in. I could get it for about $450. It was his EDC and it was not shot a whole lot, the gunsmith told me.
Here are pics of M&P and XDM Compact