Picked up a Walther PPQ in 9mm a few weeks back, and the trigger on this thing is awesome, 4.5 lb break with .1" reset and < 2lb pull on reset. Shoots and handles like a dream.

Would have preferred a .40, but they're harder to find in a lot of shops.

Springfield XD, Ruger SR40 are good medium size autos, and are also available in compact models.

Recoil is less on smaller models from 9mm than .40, so becomes a choice of how you intend to carry and how big a gun you're willing to deal with, and then go from there. Do some reading of reviews and check for ammo capacity, as several of the smaller .40 pistols have pretty limited mag capacity compared with 9mm.

Hornady has some +P loads in their Critical Duty and Critical Defense lines of 9mm ammo that are approaching .40 performance.