Walther PPS with 9mm +p is very adequate for defense.
.40 is an outstanding round but quite snappy.
It really is going to boil down to your comfort level, hand size - even your style of dress must be taken into account.
Find an indoor range with gun rental...dont worry too much about the performance of the gun in that it may not be adequately maintenanced depending on the shop.
but look for feel, sights, etc.